Advances in Active Portfolio Management: New Developments in Quantitative Investing
暫譯: 主動投資組合管理的進展：量化投資的新發展
Grinold, Richard C., Kahn, Ronald N.
- 出版商: McGraw-Hill Education
- 出版日期: 2019-12-09
- 售價: $4,640
- 貴賓價: 9.5 折 $4,408
- 語言: 英文
- 頁數: 656
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1260453715
- ISBN-13: 9781260453713
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相關分類:
Fintech
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相關主題
商品描述
From the leading authorities in their field--the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management
Whether you're a portfolio manager, financial adviser, or investing novice, this important follow-up to the classic guide to active portfolio management delivers everything you need to beat the market at every turn. Advances in Active Portfolio Management gets you fully up to date on the issues, trends, and challenges in the world of active management--and shows how to apply advances in the Grinold and Kahn's legendary approach to meet current challenges. 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. The culmination of many decades of investing experience and research, Advances in Active Portfolio Management makes complex issues easy to understand and put into practice. It's the one-stop resource you need to succeed in the world of investing today.
Whether you're a portfolio manager, financial adviser, or investing novice, this important follow-up to the classic guide to active portfolio management delivers everything you need to beat the market at every turn. Advances in Active Portfolio Management gets you fully up to date on the issues, trends, and challenges in the world of active management--and shows how to apply advances in the Grinold and Kahn's legendary approach to meet current challenges. 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. The culmination of many decades of investing experience and research, Advances in Active Portfolio Management makes complex issues easy to understand and put into practice. It's the one-stop resource you need to succeed in the world of investing today.
商品描述(中文翻譯)
來自該領域的領先權威——最新、最有效的工具，幫助您避免常見的陷阱，同時通過主動投資組合管理最大化利潤
無論您是投資組合經理、財務顧問，還是投資新手，這本重要的後續書籍是經典主動投資組合管理指南的延伸，提供您在每個轉折點上超越市場所需的一切。
- 信號加權
- 實施效率
- 基於持有的歸因
- 預期回報
- 風險管理
- 投資組合建構
- 費用本書提供您在當今投資環境中掌握主動投資組合管理所需的一切，分為三個部分：成功主動管理的基本原則、推進作者的框架，以及在當今投資環境中應用該框架。主動投資組合管理的進展是數十年投資經驗和研究的結晶，將複雜的問題簡化為易於理解和實踐的內容。這是您在當今投資世界中成功所需的一站式資源。
作者簡介
Richard C. Grinold, Ph.D., was Managing Director and the Global Director of Research at Barclays Global Investors from 1994 until December 2009. He spent 14 years at BARRA, where he served as Director of Research, Executive Vice President, and President, and 20 years at the School of Business Administration at the University of California, Berkeley, where he served as the chairman of the finance faculty, the chairman of the management science faculty, and the director of the Berkeley Program in Finance.
Ronald N. Kahn, Ph.D., is Managing Director and Global Head of Systematic Equity Research at BlackRock. Previously, he was Global Head of Equity Research at Barclays Global Investors and before that spent 11 years at BARRA, most of that as Director of Research.
Ronald N. Kahn, Ph.D., is Managing Director and Global Head of Systematic Equity Research at BlackRock. Previously, he was Global Head of Equity Research at Barclays Global Investors and before that spent 11 years at BARRA, most of that as Director of Research.
作者簡介(中文翻譯)
理查德·C·格里諾德（Richard C. Grinold），博士，自1994年至2009年12月擔任巴克萊全球投資（Barclays Global Investors）的董事總經理及全球研究總監。他在BARRA工作了14年，擔任過研究總監、執行副總裁及總裁，並在加州大學伯克利分校的商學院工作了20年，擔任過財務系主任、管理科學系主任及伯克利財務計畫的主任。
羅納德·N·卡恩（Ronald N. Kahn），博士，是貝萊德（BlackRock）的董事總經理及系統性股票研究全球負責人。此前，他曾擔任巴克萊全球投資的股票研究全球負責人，並在BARRA工作了11年，其中大部分時間擔任研究總監。
