Study note
Expected Returns : An Investor's Guide to Harvesting Market Rewards
Properties
- Type
- Books
- Status
- 想读
- Domain
- Quant
- Category
- 资产定价、因子投资与组合管理
- Source
- book.douban.com
- Vault note
library/books/quant/Expected-Returns-An-Investor's-Guide-to-Harvesting-Market-Rewards-22d080077d6b0281.md
Summary
Expected Returns : An Investor's Guide to Harvesting Market Rewards 是资产定价、因子投资与组合管理方向的读物，围绕资产定价、因子模型、组合构建、风险预算、投资组合优化和长期投资框架展开。
Highlights
适合补齐从单个策略到组合层面的思考，理解收益来源、风险分解和资产配置逻辑。
Notes
Antti Ilmanen；2011-3-14。
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