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.
Book Details:
- Author: Frank J. Fabozzi
- ISBN: 9780470253342
- Year Published: 1998
- Pages: 334
- BISAC: BUS036000, BUSINESS & ECONOMICS/Investments & Securities / General
About the Book and Topic:
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.
1. Investment Management: An Architecture for the Equity Market (Bruce Jacob and Kenneth Levy); 2. Investment Analysis: Profiting from a Complex Equity Market (Bruce Jacobs and Kenneth Levy); 3. The Active versus Passive Debate: Perspective of an Active Quant (Robert Jones); 4. Overview of Equity Style Management (Frank Fabozzi); 5. Factor-Based Approach to Equity Portfolio Management (Frank Fabozzi); 6. Normal Portfolios: Construction of Customized Benchmarks (Jon Christopherson); 7. Quantitative Tools for Equity Style Management (David Leinweber, David Krider, and Peter Swank); 8. Managing the Small Cap Cycle (Eric Sorensen, Joseph Mezrich, and Keith Miller); 9. Implications of Style in Foreign Stock Investing (Paul Bagnoli); 10. Implementable Quantitative Research and Investment Strategies (Christopher Man and James Mallett); 11. Implementing Investment Strategies: The Art and Science of Investing (Wayne Wagner and Mark Edwards); 12. A New Technique for Tactical Asset Allocation (Eric Sorensen, Joseph Mezrich, and Keith Miller); 13. The Use of Derivatives in Managing Equity Portfolios (Roger Clarke, Harindra de Silva, and Greg McMurran); 14. New Application of Exchange-Traded Equity Derivatives in Portfolio Management (Gary Gastineau); 15. The Use of OTC Derivatives in Equity Investment Strategies (Bruce Collins); 16. Constructing a Multi-Manager U.S. Equity Portfolio (Robert Ploder)
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.