Active Equity Portfolio Management

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.

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.

Contributing Authors

iv

1. Investment Management: An Architecture for the Equity Market

1

(20)

Bruce I. Jacobs

Kenneth N. Levy

2. Investment Analysis: Profiting from a Complex Equity Market

21

(16)

Bruce I. Jacobs

Kenneth N. Levy

3. The Active versus Passive Debate: Perspectives of an Active Quant

37

(20)

Robert C. Jones

4. Overview of Equity Style Management

57

(14)

Frank J. Fabozzi

5. Factor-Based Approach to Equity Portfolio Management

71

(20)

Frank J. Fabozzi

6. Normal Portfolios: Construction of Customized Benchmarks

91

(16)

Jon A. Christopherson

7. Quantitative Tools for Equity Style Management

107

(26)

David J. Leinweber

David Krider

Peter Swank

8. Managing the Small Cap Cycle

133

(16)

Eric H. Sorensen

Joseph J. Mezrich

Keith L. Miller

9. Implications of Style in Foreign-Stock Investing

149

(18)

Paul M. Bagnoli

10. Implementable Quantitative Research and Investment Strategies

167

(12)

Christopher K. Ma

James E. Mallett

11. Implementing Investment Strategies: The Art and Science of Investing

179

(16)

Wayne H. Wagner

Mark Edwards

12. A New Technique for Tactical Asset Allocation

195

(8)

Eric H. Sorensen

Joseph J. Mezrich

Keith L. Miller

13. The Use of Derivatives in Managing Equity Portfolios

203

(34)

Roger G. Clarke

Harindra de Silva

Greg M. McMurran

14. New Applications of Exchange-Traded Equity Derivatives in Portfolio Management

237

(36)

Gary L. Gastineau

15. The Use of OTC Derivatives in Equity Investment Strategies

273

(30)

Bruce Collins

16. Constructing a Multi-Manager U.S. Equity Portfolio

303

(18)

Robert F. Ploder

Index

321

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

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Active Equity Portfolio Management

Summary

Author Biography

Table of Contents

Supplemental Materials

FREE SHIPPING

Rent More, Save More! Use code: BBRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

Active Equity Portfolio Management

Summary

Author Biography

Table of Contents

Supplemental Materials

Digital License