Log In
Or create an account ->
Imperial Library
Home
About
News
Upload
Forum
Help
Login/SignUp
Index
Cover Page
Active Portfolio Management
Copyright Page
Contents
Preface
Acknowledgments
Chapter 1 Introduction
PART ONE FOUNDATIONS
Chapter 2 Consensus Expected Returns: The Capital Asset Pricing Model
Chapter 3 Risk
Chapter 4 Exceptional Return, Benchmarks, and Value Added
Chapter 5 Residual Risk and Return: The Information Ratio
Chapter 6 The Fundamental Law of Active Management
PART TWO EXPECTED RETURNS AND VALUATION
Chapter 7 Expected Returns and the Arbitrage Pricing Theory
Chapter 8 Valuation in Theory
Chapter 9 Valuation in Practice
PART THREE INFORMATION PROCESSING
Chapter 10 Forecasting Basics
Chapter 11 Advanced Forecasting
Chapter 12 Information Analysis
Chapter 13 The Information Horizon
PART FOUR IMPLEMENTATION
Chapter 14 Portfolio Construction
Chapter 15 Long/Short Investing
Chapter 16 Transactions Costs, Turnover, and Trading
Chapter 17 Performance Analysis
Chapter 18 Asset Allocation
Chapter 19 Benchmark Timing
Chapter 20 The Historical Record for Active Management
Chapter 21 Open Questions
Chapter 22 Summary
Appendix A Standard Notation
Appendix B Glossary
Appendix C Return and Statistics Basics
INDEX
Footnote
Page xii
Page 2
Page 4
Page 12
Page 13
Page 14
Page 17
Page 18
Page 22
Page 31
Page 39
Page 41
Page 45
Page 47
Page 53
Page 54
Page 55
Page 57
Page 73
Page 74
Page 75
Page 80
Page 82
Page 89
Page 92
Page 96
Page 97
Page 98
Page 99
Page 100
Page 102
Page 112
Page 116
Page 119
Page 122
Page 128
Page 130
Page 151
Page 152
Page 153
Page 154
Page 156
Page 157
Page 161
Page 165
Page 176
Page 177
Page 178
Page 182
Page 186
Page 200
Page 202
Page 204
Page 207
Page 209
Page 217
Page 218
Page 220
Page 222
Page 230
Page 234
Page 237
Page 241
Page 243
Page 245
Page 250
Page 251
Page 252
Page 256
Page 263
Page 267
Page 272
Page 276
Page 277
Page 281
Page 282
Page 287
Page 290
Page 299
Page 301
Page 311
Page 319
Page 321
Page 326
Page 327
Page 330
Page 336
Page 337
Page 352
Page 353
Page 354
Page 356
Page 358
Page 359
Page 360
Page 361
Page 365
Page 379
Page 381
Page 382
Page 383
Page 386
Page 390
Page 392
Page 393
Page 395
Page 396
Page 397
Page 398
Page 401
Page 427
Page 430
Page 431
Page 439
Page 440
Page 445
Page 447
Page 449
Page 452
Page 453
Page 455
Page 456
Page 457
Page 460
Page 461
Page 462
Page 466
Page 467
Page 480
Page 483
Page 484
Page 487
Page 490
Page 499
Page 504
Page 505
Page 513
Page 517
Page 518
Page 521
Page 525
Page 526
Page 528
Page 531
Page 542
Page 547
Page 548
Page 549
Page 551
Page 561
Page 564
Page 567
Page 568
Page 573
Page 587
← Prev
Back
Next →
← Prev
Back
Next →