Active portfolio management : a quantitative approach for producing superior returns and controlling risk. xv / 2nd ed. Grinhold & Kahn

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Edition

2nd ed, Revised.

Publication year

2008

Collection

Note

CONTENTS (incomplete): 1 Introduction PART 1: Foundations 2 Consensus Expected Returns: The Capital Asset Pricing Model 3 Risk 4 Exceptional Return, Benchmarks, and Value Added 5 Residual Risk and Return: The Information Ratio 6 The Fundamental Law of Active Management PART 2: Expected Returns and Valuation 7 Expected Returns and the Arbitrage Pricing Theory 8 Valuation in Theory 9 Valuation in Practice PART 3: Information Processing 10 Forecasting Basics 11 Advanced Forecasting 12 Information Analysis 13 The Information Horizon PART 4: Implementation 14 Portfolio Construction 15 Long/Short Investing 16 Transactions Costs, Turnover, and Trading 17 Performance Analysis 18 Asset Allocation 19 Benchmark Timing 20 The Historical Record for Active Management 21 Open Questions

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Book | Grinold, Richard C.

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