購物比價找書網找車網
FindBook  
 有 1 項符合

Active Portfolio Management

的圖書
Active Portfolio Management Active Portfolio Management

作者:Grinold,Richard C./Kahn,Ronald N. 
出版社:McGraw-Hill
出版日期:1999-11-01
語言:英文   規格:精裝 / 596頁 / 4.4*16.5*24.1 cm / 普級 / 單色印刷 / 再版
圖書選購
型式價格供應商所屬目錄
 
$ 3645
三民網路書店 三民網路書店
財經投資
圖書介紹 - 資料來源:三民網路書店   評分:
圖書名稱:Active Portfolio Management
  • 圖書簡介

    "This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals."

    -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management.

    "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn."

    -Scott Stewart, Portfolio Manager, Fidelity Select Equity R Discipline

    Co-Manager, Fidelity Freedom R Funds.

    "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management."

    -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management.

    Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.

  • 作者簡介

    Richard C. Grinold, Ph.D., is Managing Director, Advanced Strategies and Research at Barclays Global Investors. Dr. Grinold spent 14 years at BARRA, where he served as Director of Research, Executive Vice President, and President; and 20 years on the faculty at the School of Business Administration at the University of California, Berkeley, where he served as the chairman of the finance faculty, chairman of the management science faculty, and director of the Berkeley Program in Finance.

    Ronald N. Kahn, Ph.D., is Managing Director in the Advanced Active Strategies Group at Barclays Global Investors. Dr. Kahn spent 11 years at BARRA, including over seven years as Director of Research. He is on the editorial advisory board of the Journal of Portfolio Management and the Journal of Investment Consulting.

    Both authors have published extensively, and are widely known in the industry for their pioneering work on risk models, portfolio optimization, and trading analysis; equity, fixed income, and international investing; and quantitative approaches to active management.

贊助商廣告
 
金石堂 - 今日66折
塔羅牌圖像的祕密:原是貴族聊天時用來看圖說故事,演變成全民熱愛的占卜工具。從歷史、神話、哲學、靈數學面向,看塔羅起源。
作者:讀賣新聞社美術導航取材班
出版社:大是文化有限公司
出版日期:2023-12-06
66折: $ 317 
金石堂 - 今日66折
岩合光昭 貓
66折: $ 231 
金石堂 - 今日66折
如何做一本書:書中的每個小地方都有存在的用意,了解書的架構,重新認識一本書
作者:丹尼斯.唐肯、亞當.史密斯
出版社:木馬文化事業有限公司
出版日期:2021-06-30
66折: $ 330 
金石堂 - 今日66折
藝術的法則(二版):101張圖瞭解繪畫、探究創作,學習大師的好作品
作者:基特.懷特
出版社:木馬文化事業有限公司
出版日期:2019-02-27
66折: $ 238 
 
Taaze 讀冊生活 - 暢銷排行榜
素食者【亞洲首部榮獲國際曼布克獎作品】
作者:韓江
出版社:漫遊者文化
出版日期:2023-05-10
$ 300 
Taaze 讀冊生活 - 暢銷排行榜
圖解英文文法的原理【暢銷修訂版】:看圖學文法不用背,一張圖就懂!用老外的思維理解英文!
作者:安正鳳
出版社:語研學院
出版日期:2020-04-09
$ 299 
金石堂 - 暢銷排行榜
戀上換裝娃娃 (首刷限定版) 13
作者:福田一
出版社:東立出版社
出版日期:2024-11-14
$ 190 
博客來 - 暢銷排行榜
神奇柑仔店17:消痛巧克力的危機
出版日期:2024-10-31
$ 284 
 
Taaze 讀冊生活 - 新書排行榜
開箱工程師腦洞大開的日常:提早練功打底、把技能樹升級,讓科技業大廠都搶著要你
作者:艾斯
出版社:商周出版
出版日期:2024-11-07
$ 320 
Taaze 讀冊生活 - 新書排行榜
引爆大潛能:讓個人潛力升級為集體能力的5大成功法則
作者:尚恩.艾科爾
出版社:時報文化出版企業股份有限公司
出版日期:2024-11-19
$ 252 
Taaze 讀冊生活 - 新書排行榜
【京都三部曲】(千年繁華+喜樂京都+京都思路:壽岳章子X澤田重隆攜手經典作,在台發行22周年金典珍藏)
作者:壽岳章子
出版社:馬可孛羅
出版日期:2024-11-09
$ 826 
金石堂 - 新書排行榜
深潭迴廊 02
作者:永井三郎
出版社:東立出版社
出版日期:2024-12-31
$ 133 
 

©2024 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策