Advanced portfolio management a quant's guide for fundamental investors
"The number of fundamental portfolio managers and investment analysts is very large. There are over 9,000 hedge funds in the world, the overwhelming majority of them managing exclusively or in part an equity portfolio. In addition, institutional managers actively manage trillions of dollars. Fi...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc
[2021]
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009634661106719 |
| Sumario: | "The number of fundamental portfolio managers and investment analysts is very large. There are over 9,000 hedge funds in the world, the overwhelming majority of them managing exclusively or in part an equity portfolio. In addition, institutional managers actively manage trillions of dollars. Finally, no sell-side analyst can provide any recommendation to their buy-side interlocutor without having a good understanding of their investment process. Finally, risk managers on the buy-side and the sell-side alike, offer advisory to portfolio managers on optimization and risk quantification. The primary audience of my book is made of buy-side investors and analysts, who easily number in the thousands, and possibly the tens of thousands. The professional organizations supporting these investors are the Chartered Alternative Investment Analyst Association (CAIA) and the Chartered Financial Analyst (CFA) Institute. The secondary market comprises sell-side fundamental analysis and risk managers; as a rule of thumb, a well-established fund employs one risk manager for every 10 fundamental analysis, while banks and service firms have large rosters of industry-focused analysis. These professionals are served by the CFA Institute and two risk management associations: the Global Association of Risk Professionals (GARP) and the Professional Risk Managers' International Association (PRMIA). Despite this large audience, a guide on how to convert insights into portfolios is still missing"-- |
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| Notas: | Includes index. |
| Descripción Física: | 1 online resource (211 pages) |
| ISBN: | 9781119789819 9781119789802 |
