Kniha Quantitative Active Portfolio Management David Buckle

Quantitative Active Portfolio Management

Autor: David Buckle
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: John Wiley & Sons Inc
Dostupnosť: Očakávaná novinka
Termín neznámy
61.12
A new framework for active portfolio management Quantitative Active Portfolio Management analyzes m...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2008
Stránok
288
EAN
9780470725108
ISBN
0470725109
Enbook ID
04885554
Rozmery
168 x 244

Kompletný popis

A new framework for active portfolio management Quantitative Active Portfolio Management analyzes modern active management practice, supporting some methods and debunking others. While mathematically rigorous, the text provides numerous worked examples to illustrate the application of active portfolio management for practitioners. Importantly, Quantitative Active Portfolio Management provides guidance on how to manage portfolios in practice, measuring the sub-optimality of well-used portfolio construction methods in practice, and also provides a theoretical underpinning to the modeling. David Buckle (London, UK) currently leads the European fixed income product development and investment process at The Principal Financial Group. He has also worked at Lee Overlay Partners, Putnam Investments, and JP Morgan.

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