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Active Portfolio Management : Quantitative Theory and Applications

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Material type: Text

TextOriginal language: Eng Publication details: New Delhi : S.Chand and Company. , 1995 .Description: vii . 390 p . : Charts ; ill. ; 24 cmISBN:

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Contents:

Foundations

Expected Returns and Valuation

Implementation

Residual risk and Return: The Information Ratio.

The Fundamental Law of Active Management.

Expected Returns and Arbitrage Pricing Theory.

Valuation in theory, Valuation in Practice.

Forecasting.

Information Analysis.

Portfolio Construction.

Transactions Costs, Turnover, and Trading.

Performance Analysis.

Benchmark Timing

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Holdings
Item type	Current library	Collection	Call number	Status	Notes	Date due	Barcode
Lending Book	IBSL Library Reference Section	Reference Collection	332.66 GRI (Browse shelf(Opens below))	Available	R 12		02140