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Positive Alpha Generation: Designing Sound Investment Processes (Hardback)

Claude Diderich

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ISBN 10: 0470061111 / ISBN 13: 9780470061114
Edité par John Wiley and Sons Ltd, United Kingdom, 2009
Neuf(s) Etat : New Couverture rigide
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A propos de cet article

Language: English . Brand New Book. 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. N° de réf. du libraire AAH9780470061114

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Détails bibliographiques

Titre : Positive Alpha Generation: Designing Sound ...

Éditeur : John Wiley and Sons Ltd, United Kingdom

Date d'édition : 2009

Reliure : Hardback

Etat du livre :New

Edition : 1. Auflage.

A propos de ce titre

Synopsis :

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

From the Inside Flap:

‘This timely book offers a comprehensive framework of best practice models and processes that will help active investment managers sharpen their focus on the four key dimensions of understanding investor needs; delivering the promised performance; maintaining absolute transparency and trustworthiness; and ensuring cost efficiency. Reading Dr. Diderich’s systematic treatment of the subject against the backdrop of the credit crisis, one gets the strong inkling that if more investment managers the world over had relied on the kind of rigorous and disciplined techniques presented by the author, many egregious investment mistakes, and many fateful instances of confusion between luck and skill, would have been avoided.’

J.F. Rischard, international consultant, author and former Vice-President for the World Bank

‘An invaluable tool and a reference book for any serious investment professional, Positive Alpha Generation provides the reader with a sound grasp of both traditional and cutting edge portfolio construction techniques. The author balances theoretical concepts and practical applications to pave the way to a successful positive alpha quest.’

Yannick Daniel, CFA, Head of Société Générale Index, SGCIB, Paris

‘Dr Diderich has written an important book on the practice of generating skill-based investment returns. With admirable clarity, he combines financial models and techniques with managerial insights. The result is an impressive treatise on how investment processes can be structured successfully. This book should prove to be of considerable value to practitioners in the investment and hedge fund industries alike.’

Christian C. P. Wolff, Director, Luxembourg School of Finance, University of Luxembourg

‘The turmoil of the current financial crises highlights how difficult and delicate it is to establish and follow sound investment processes. Based on a solid and fine analysis, the study presented by Dr. Diderich offers a precious contribution for a better understanding of expected performances and actual risks and provides a deep insight into the shaping of best possible practices for a conscious and intelligent monitoring of investment portfolios.’

André Prüm, Dean of the Faculty of Law, Economics and Finance, University of Luxembourg

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

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