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Active Equity Portfolio Management : Frank J. Fabozzi Series - Frank J. Fabozzi

Active Equity Portfolio Management

Frank J. Fabozzi Series

By: Frank J. Fabozzi (Editor)

Hardcover Published: 15th January 1998
ISBN: 9781883249304
Number Of Pages: 334

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Active Equity Portfolio Management provides an overview of the philosophies, methodologies, and strategies involved in attempting to beat the market. The book covers a host of relevant topics including equity benchmarks, equity style management, tactical asset allocation, and the use of derivatives to enhance returns. The contributors include top professionals from leading Wall Street firms, as well as top academics.

Contributing Authors.

1. Investment Management: An Architecture for the Equity Market (B. Jacobs and K. Levy).

2. Investment Analysis: Profiting from a Complex Equity Market (B. Jacobs and K. Levy).

3. The Active versus Passive Debate: Perspectives of an Active Quant (R. Jones).

4. Overview of Equity Style Management (F. Fabozzi).

5. Factor-Based Approach to Equity Portfolio Management (F. Fabozzi).

6. Normal Portfolios: Construction of Customized Benchmarks (J. Christopherson).

7. Quantitative Tools for Equity Style Management (D. Leinweber, et al.).

8. Managing the Small Cap Cycle (E. Sorensen, et al.).

9. Implications of Style in Foreign-Stock Investing (P. Bagnoli).

10. Implementable Quantitative Research and Investment Strategies (C. Ma and J. Mallett).

11. Implementing Investment Strategies: The Art and Science of Investing (W. Wagner and M. Edwards).

12. A New Technique for Tactical Asset Allocation (E. Sorensen, et al.).

13. The Use of Derivative in Managing Equity Portfolios (R. Clarke, et al.).

14. New Applications of Exchange-Traded Equity Derivatives in Portfolio Management (G. Gastineau).

15. The Use of OTC Derivatives in Equity Investment Strategies (B. Collins).

16. Constructing a Multi-Manager U.S. Equity Portfolio (R. Ploder).

Index.

ISBN: 9781883249304
ISBN-10: 1883249309
Series: Frank J. Fabozzi Series
Audience: General
Format: Hardcover
Language: English
Number Of Pages: 334
Published: 15th January 1998
Country of Publication: US
Dimensions (cm): 23.25 x 15.65  x 2.54
Weight (kg): 0.62
Edition Number: 1