Study note
Active Portfolio Management : Quantitative Theory and Applications
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/Active-Portfolio-Management-Quantitative-Theory-and-Applications-473cb0e482595a59.md
Summary
Active Portfolio Management : Quantitative Theory and Applications 关注资产定价、因子收益、组合构建、风险分解和投资管理框架。
Highlights
适合从单策略思维过渡到组合层面，理解收益来源、相关性和风险预算。
Notes
Richard C. Grinold、Ronald N. Kahn；1995-01。
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