Active equity portfolio management / edited by Frank J. Fabozzi

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Subjects: Portfolio management
Formats: Print
Material Type: Books
Language: English
Audience: Unspecified
Published: New Hope, Pa. : Frank J. Fabozzi Associates, c1998
LC Classification: H, HG
Physical Description: iv, 330 p. : ill. ; 24 cm
Table of Contents: Contributing Authors
1. Investment Management: An Architecture for the Equity Market / Bruce I. Jacobs, Kenneth N. Levy 1
2. Investment Analysis: Profiting from a Complex Equity Market / Bruce I. Jacobs, Kenneth N. Levy 21
3. The Active versus Passive Debate: Perspectives of an Active Quant / Robert C. Jones 37
4. Overview of Equity Style Management / Frank J. Fabozzi 57
5. Factor-Based Approach to Equity Portfolio Management / Frank J. Fabozzi 71
6. Normal Portfolios: Construction of Customized Benchmarks / Jon A. Christopherson 91
7. Quantitative Tools for Equity Style Management / David J. Leinweber, David Krider, Peter Swank 107
8. Managing the Small Cap Cycle / Eric H. Sorensen, Joseph J. Mezrich, Keith L. Miller 133
9. Implications of Style in Foreign-Stock Investing / Paul M. Bagnoli 149
10. Implementable Quantitative Research and Investment Strategies / Christopher K. Ma, James E. Mallett 167
11. Implementing Investment Strategies: The Art and Science of Investing / Wayne H. Wagner, Mark Edwards 179
12. A New Technique for Tactical Asset Allocation / Eric H. Sorensen, Joseph J. Mezrich, Keith L. Miller 195
13. The Use of Derivatives in Managing Equity Portfolios / Roger G. Clarke, Harindra de Silva, Greg M. McMurran 203
14. New Applications of Exchange-Traded Equity Derivatives in Portfolio Management / Gary L. Gastineau 237
15. The Use of OTC Derivatives in Equity Investment Strategies / Bruce Collins 273
16. Constructing a Multi-Manager U.S. Equity Portfolio / Robert F. Ploder 303
Index 321
Additional Authors: Fabozzi, Frank J
Notes: ISBN: 1883249309
Includes bibliographical references and index
OCLC Number: 39824116
ISBN/ISSN: 1883249309