Positive alpha generation : designing sound investment processes

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Tác giả: Claude G Diderich

Ngôn ngữ: eng

ISBN-10: 0470061111

ISBN-13: 978-0470061114

Ký hiệu phân loại: 332.6 Investment

Thông tin xuất bản: Chichester, England : Wiley, 2009.

Mô tả vật lý: xii, 354 pages ; , 25 cm.

Bộ sưu tập: Xã hội, kinh tế, luật

ID: 146627

"Dr. Diderich presents tools and techniques to develop investment processes to allow the successful transfer of investment ideas into real performance, that is, positive alpha. The book explains the underlying theoretical concepts and describes how they can be applied in practice. A key focus is put on illustrative real world examples." "This book shows how an investment manager can provide investment solutions that maximize his or her opportunities along the four dimensions, delivering promised performance, being flexible as well as cost efficient, offering transparency, and providing innovation in order to best satisfy the investor's needs. At the end of the book the reader will be capable of designing or enhancing an investment process for a single or a family of investment products and portfolios from start to finish. The book will be of interest to portfolio managers, investment product designers, quantitative analysts and anyone involved in investment design processes."--BOOK JACKET.
Includes bibliographical references (pages [331]-340) and index.
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