理查德 C. 格林諾德 博士(Richard C. Grinold)
巴剋萊全球投資公司高級策略與研究部董事總經理。Grinold博士在BARRA公司工作瞭14年,先後擔任研究總監、執行副總裁和總裁;在加州大學伯剋利分校工商管理學院任教20年,先後擔任金融係主任、管理科學係主任和伯剋利金融研究計劃的負責人。
雷諾德 N. 卡恩 博士(Ronald N. Kahn)
巴剋萊全球投資公司高級主動策略組董事總經理。Kahn博士在BARRA公司工作的11年中,擔任研究總監超過7年。他也是《投資組閤管理期刊》(Journal of Portfolio Management)和《投資谘詢期刊》(Journal of Investment Consulting)的編委。
兩位作者發錶瞭大量的文章和書籍。他們開創性的工作在業內熟知,包括風險模型、組閤優化和交易分析;股票投資、固定收益投資和國際化投資;量化主動投資。
"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity (R) Discipline Co-Manager, Fidelity Freedom (R) Funds. "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management." -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.
發表於2025-02-07
Active Portfolio Management 2025 pdf epub mobi 電子書 下載
不知道打四星,五星的到底有沒有讀過…我打三星是給原版,這個中文版翻譯質量之糟糕達到觸目驚心的地步,很多時候我有一種機器翻譯的錯覺,導緻內容非常晦澀難懂。這幾個翻譯的人我記住瞭…說要達到140字纔能發布…說要達到140字纔能發布…說要達到140字纔能發布…說要達到140...
評分 評分 評分 評分圖書標籤: 金融 量化 Quant 投資 交易 Finance 金融工程 quantitative
PDF電子書,王樹森推薦的很好的一本書,講得非常詳細,要有很好的數理和統計學基礎纔能完完全全看懂。
評分挺實用/功利主義的一個作者,對待"經典"理論的態度就是取有用的部分參考下就好瞭.每章節基本兩個部分,前麵是較直接的描述,後麵會補一些相應的推導展開.不過多數過於形式化瞭,不是很有意義.
評分useless unless you are in a mutual fund.
評分挺實用/功利主義的一個作者,對待"經典"理論的態度就是取有用的部分參考下就好瞭.每章節基本兩個部分,前麵是較直接的描述,後麵會補一些相應的推導展開.不過多數過於形式化瞭,不是很有意義.
評分爛書!!!直接繞到比較好!!!╮(╯_╰)╭
Active Portfolio Management 2025 pdf epub mobi 電子書 下載