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Diderich, Claude

Positive Alpha Generation: Designing Sound Investment Processes

Diderich, Claude - Positive Alpha Generation: Designing Sound Investment Processes, ebook

70,70€

Ebook, PDF with Adobe DRM
ISBN: 9780470742877
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Printing110 pages with an additional page accrued every 7 hours, capped at 110 pages
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Diderich describes tools and techniques, which can be used to develop quantitative models for actively managing investment products, and focuses on how theoretical models can and should be used in practice. He describes the interaction between different elements of an investment process's value chain in a single and consistent framework. A key focus is placed on illustrating the theory with real world examples. At the end of the book the reader will be capable of designing or enhancing an investment process for an investment or portfolio managers products from start to finish.

* Increased pressure to add value through investments makes this a hot topic in the investment world

* Combined theoretical and practical approach makes this book appealing to a wide audience of quants and investors

* The only book to show how to design and implement quantitative models for gaining positive alpha

Keywords: investing, managing investment products, fund performance, investment process value chain, investment theory, improve investment performance, improve fund performance

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2009
Language
en
Edition
1
Series
The Wiley Finance Series
Page amount
368 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470742877

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