Purchase Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

Overall Rating (based on real customer reviews): 3.7 out of 5 stars
3.7 out of 5 stars

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

Features and Specifications:

  • Publisher: McGraw-Hill (1999-10-26)
  • Language: English
  • ISBN-10: 0070248826
  • Product Dimensions: 9.2×6.1×1.8 inches
  • Shipping Weight: 2 pounds
  • More features

Here are some REAL customer reviews:

“My favorite book on portfolio theory”

There’s three basic categories of quants. Structurers, risk managers and traders. Structurers don’t need this book. They should go buy Hull and be happy. Every risk manager and trader in the business needs this book. When I was first introduced to this…Read more

“Not an easy read”

This book was recommended to me as the bible of active management. I attempted reading it several times, but gave up everytime. Coming from a science and engineering background, I find the exposition very verbose, yet lacking a ground-up…Read more

“Clear, efficient and useful”

The book carefully develops the concepts of Portfolio Theory. Topics include: risk aversion, the Capital Market Line, the Markowitz Portfolio Selection Model, the Capital Asset Pricing Model, beta, market equilibrium, etc. Subsequent chapters cover fixed…Read more

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