Advances in active portfolio management : new developments in quantitative investing

dc.contributor.author	Grinold, Richard
dc.contributor.author	Kahn, Ronald
dc.date.issued	2020
dc.identifier.isbn	978-1-26-045371-3
dc.identifier.isbn	978-1-26-045372-0
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/10730
dc.description.abstract	Composed of articles published in today’s leading management publications—including several that won Journal of Portfolio Management’s prestigious Bernstein Fabozzi/Jacobs Levy Award—this comprehensive guide is filled with new insights into: Dynamic Portfolio Management; Signal Weighting; Implementation Efficiency; Holdings-based attribution; Expected returns; Risk management; Portfolio construction; Fees. Providing everything you need to master active portfolio management in today’s investing landscape, the book is organized into three sections: the fundamentals of successful active management, advancing the authors’ framework, and applying the framework in today’s investing landscape.
dc.format	xi, 640 p. : ill.
dc.language.iso	en
dc.publisher	McGraw-Hill
dc.subject	Investments
dc.subject.other	Portfolio management
dc.title	Advances in active portfolio management : new developments in quantitative investing
dc.type	Book