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.
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Book Description
Editorial Reviews
From the Back Cover
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.
About the Author
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
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Most Helpful Customer Reviews
4 of 8 people found the following review helpful:
5.0 out of 5 stars
Excellent Book,
By A Customer
This review is from: Active Equity Portfolio Management (Frank J. Fabozzi Series) (Hardcover)
This book is an excellent guide tio current state-of-the-art quantittative methods for portfolio management. It brings out the concepts and applications very nicely; including index tracking problems, vannila markowitz framework and the new concepts like optimizing a poprtfolio w.r.t VaR constraints.A through treatment of the subject, and detailed analysis of the quantitative solutions. A must read.
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Inside This Book
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First Sentence:
Anyone who has ever built a house knows how important it is to start out with a sound architectural design. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
managing equity portfolios, style switching strategy, return pattern analysis, protective put spread, risk exposure profile, option position limits, normal portfolio, implementing investment strategies, raw descriptors, engineered portfolios, style classification system, expectational shifts, submitting member, macroeconomic factor model, equity style management, pure returns, style subsets, cap value managers, equity investment strategies, fundamental factor model, engineered management, naive returns, covered call strategy, capitalization weighting, stock probability New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Anyone who has ever built a house knows how important it is to start out with a sound architectural design. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
managing equity portfolios, style switching strategy, return pattern analysis, protective put spread, risk exposure profile, option position limits, normal portfolio, implementing investment strategies, raw descriptors, engineered portfolios, style classification system, expectational shifts, submitting member, macroeconomic factor model, equity style management, pure returns, style subsets, cap value managers, equity investment strategies, fundamental factor model, engineered management, naive returns, covered call strategy, capitalization weighting, stock probability New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 14
books:
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18
books
cite this book:
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- Handbook of Equity Style Management, 3rd Edition by T. Daniel Coggin on 8 pages
- Life Insurance Made E-Z by Silver Lake Publishing on page 79, page 86, and page 87
- Equity Portfolio Management by Frank J. Fabozzi CFA in Front Matter, page 71, and page 88
- Options, Futures and Other Derivatives (6th Edition) by John C. Hull on page 229, and page 285
- The Handbook of Equity Derivatives, Revised Edition (Wiley Series in Financial Engineering) by Jack Clark Francis on page 285
See all 14 books this book cites
- Equity Portfolio Management by Frank J. Fabozzi CFA on 16 pages
- The Theory and Practice of Investment Management (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA on page 182, and page 203
- Focus on Value: A Corporate and Investor Guide to Wealth Creation by James L. Grant on page 23, and page 33
- Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) by Svetlozar T. Rachev on page 174, and page 181
- Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA on page 59, and page 67
See all 18 books citing this book
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