Pub Date: 2014-10-01 Pages: 528 Language: Chinese Publisher: Machinery Industry Press since its first edition was published in 1994. active portfolio management for its rigor and content become systematic mathematical quantify the authority of the investment portfolio for the field. The book describes an innovative approach: looking for return on assets of the original signal. they are transformed into refined forecasts. as well as build a portfolio with exceptional returns and minimum risk b.

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Bibliographic Details

Title: Active Portfolio Management: A Quantitative Approac(Chinese Edition)
Publisher: ???????
Publication Date: 2014
Language: Chinese
ISBN 10: 7111474724
ISBN 13: 9787111474722
Binding: paperback
Condition: New

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Synopsis

自第1版在1994年出版以来，《主动投资组合管理》以其数学上的严谨性和内容上的系统性成为量化组合投资领域的权威之作。该书描述了一套创新的方法：寻找资产收益率原始信号，将它们转化为精炼预测，以及根据这些预测构建具有超常收益率和最小风险的投资组合，即持续战胜市场的投资组合。这本书帮助了数以千计的投资经理。

与第1版相比，《主动投资组合管理》的第2版更胜一筹。第2版细致地描述了怎样将经济学、计量经济学和运筹学的理论付诸实践，解决投资中的现实问题：寻找更高的收益机会。它从一个基准组合开始，定义了相对于基准的超常收益率，进而建立了主动管理的理论框架。这一版本新增了许多章节：资产配置、多空投资、信息的时间尺度以及其他前沿课题。它还用新观点讨论了当前最紧迫的一些问题，包括风险、账户离差、市场冲击、业绩分析等，并在必要时给出了实证数据的例子。

结果就是，第2版为主动...

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