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Advances in Active Portfolio Management: New Developments in Quantitative

Description: Acknowledgments Preface 1 Introduction: Advances in Active Portfolio Management SECTION 1 Recap of Active Portfolio Management 2 Introduction to the Recap of Active Portfolio Management Section 3 Seven Insights into Active Management 4 A Retrospective Look at the Fundamental Law of Active Management 5 Breadth, Skill, and Time SECTION 2 Advances in Active Portfolio Management SECTION 2.1 Dynamic Portfolio Management 6 Introduction to the Dynamic Portfolio Management Section 7 Implementation Efficiency 8 Dynamic Portfolio Analysis 9 Signal Weighting 10 Linear Trading Rules for Portfolio Management 11 Nonlinear Trading Rules for Portfolio Management SECTION 2.2 Portfolio Analysis and Attribution 12 Introduction to the Portfolio Analysis and Attribution Section 13 Attribution 14 The Description of Portfolios SECTION 3 Applications of Active Portfolio Management SECTION 3.1 Expected Return: The Equity Risk Premium and Market Efficiency 15 Introduction to "A Supply Model of the Equity Premium" 16 A Supply Model of the Equity Premium 17 Introduction to "Is Beta Dead Again?" 18 Is Beta Dead Again? 19 Introduction to "Are Benchmark Portfolios Efficient?" 20 Are Benchmark Portfolios Efficient? SECTION 3.2 Expected Return: Smart Beta 21 Introduction to the Smart Beta Section 22 Who Should Buy Smart Beta? 23 Smart Beta: The Owner's Manual 24 Smart Beta Illustrated 25 The Asset Manager's Dilemma SECTION 3.3 Risk 26 Introduction to the Risk Section 27 Heat, Light, and Downside Risk SECTION 3.4 Portfolio Construction 28 Introduction to the Portfolio Construction Section 29 Optimal Gearing 30 The Dangers of Diversification 31 The Surprisingly Small Impact of Asset Growth on Expected Alpha 32 Mean-Variance and Scenario-Based Approaches to Portfolio Selection 33 Five Myths About Fees SECTION 4 Extras 34 Introduction to the Extras Section 35 Presentations upon Receiving the James R. Vertin Award 36 What Investors Can Learn from a Very Alternative Market 37 UCLA Master of Financial Engineering Commencement Address SECTION 5 Conclusion 38 Advances in Active Portfolio Management Conclusions Index

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Location: Hillsdale, NSW

End Time: 2024-11-27T05:47:01.000Z

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Advances in Active Portfolio Management: New Developments in QuantitativeAdvances in Active Portfolio Management: New Developments in Quantitative

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EAN: 9781260453713

UPC: 9781260453713

ISBN: 9781260453713

MPN: N/A

Book Title: Advances in Active Portfolio Management: New Devel

Item Length: 23.1 cm

Number of Pages: 656 Pages

Language: English

Publication Name: Advances in Active Portfolio Management: New Developments in Quantitative Investing

Publisher: Mcgraw-Hill Education

Publication Year: 2020

Subject: Finance

Item Height: 236 mm

Item Weight: 1043 g

Type: Textbook

Author: Richard Grinold, Ronald Kahn

Item Width: 165 mm

Format: Hardcover

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