Książka Quantitative Active Portfolio Management David Buckle

Quantitative Active Portfolio Management

Autor: David Buckle
Język: Angielski
Oprawa: Twarda
Dostępność: Oczekiwana premiera
Termin nieznany
260.01
A new framework for active portfolio management Quantitative Active Portfolio Management analyzes m...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2008
strony
288
EAN
9780470725108
ISBN
0470725109
Enbook ID
04885554
Wymiary
168 x 244

Pełny opis

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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