Active Equity Portfolio Management

Front Cover
Frank J. Fabozzi, CFA
John Wiley & Sons, Jan 15, 1998 - Business & Economics - 334 pages
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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.
 

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Contents

Profiting from a Complex Equity Market
21
Perspectives of an Active Quant
37
Overview of Equity Style Management
57
FactorBased Approach to Equity Portfolio Management
71
Construction of Customized Benchmarks
91
Quantitative Tools for Equity Style Management
107
Managing the Small Cap Cycle
133
Implications of Style in ForeignStock Investing
149
The Art and Science of Investing
179
A New Technique for Tactical Asset Allocation
195
The Use of Derivatives in Managing Equity Portfolios
203
New Applications of ExchangeTraded Equity Derivatives in
237
The Use ofOTC Derivatives in Equity Investment Strategies
273
Constructing a MultiManager U S Equity Portfolio
303
Index
321
Copyright

Implementable Quantitative Research and Investment Strategies
167

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About the author (1998)

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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