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Positive Alpha Generation: Designing Sound Investment Processes

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Diderich describes tools and techniques, which can be used todevelop quantitative models for actively managing investmentproducts, and focuses on how theoretical models can and should beused in practice. He describes the interaction between differentelements of an investment process's value chain in a single andconsistent framework. A key focus is placed on illustrating thetheory with real world examples. At the end of the book the readerwill be capable of designing or enhancing an investment process foran investment or ...

Positive Alpha Generation: Designing Sound Investment Processes 2009, Wiley, Chichester, England

ISBN-13: 9780470061114

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