UID:
almafu_9959326939002883
Format:
1 online resource (xii, 354 pages)
ISBN:
9781119205937
,
111920593X
,
9780470742877
,
0470742879
Content:
"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"--Jacket.
Note:
Positive Alpha Generation; Contents; Preface; 1 Introduction; 1.1 Characteristics of a successful investment process; 1.2 Challenges to be solved; 1.3 Approach taken in this book; 1.4 Structure of the book; 1.5 Notation; Part I The Value Chain of Active Investment Management; 2 Key Success Factors for Generating Positive Alpha; 3 The Investment Management Value Chain; Part II Forecasting Markets; 4 Judgmental Approaches for Forecasting Markets; 5 Quantitative Approaches for Forecasting Markets; 6 Taking Investment Decisions; Part III Risk Measurement and Management; 7 Modeling Risk.
Additional Edition:
Print version: Diderich, Claude G. Positive alpha generation. Chichester, England : Wiley, ©2009 ISBN 9780470061114
Additional Edition:
ISBN 0470061111
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119205937
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119205937
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119205937
Bookmarklink
