Active Portfolio Management
A Quantitative Approach for Producing Superior Returns and Controlling Risk
Book • 1999
Active Portfolio Management provides a framework for creating and implementing active investment strategies to generate alpha, or excess returns above the market benchmark.
It covers topics such as asset allocation, performance measurement, risk management, and trading, offering insights into the balance between manager skill and portfolio risk.
It covers topics such as asset allocation, performance measurement, risk management, and trading, offering insights into the balance between manager skill and portfolio risk.
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Mentioned by Jeffrey Rosenberg as the seminal work on how to turn information into alpha systematically.
BlackRock’s Rosenberg on Systematic Multi-Strat: Credit Crunch
Mentioned by 
Jonathan Briggs
TIP407: The Evolution of Quant Investing w/ Jonathan Briggs, Ph.D.
Mentioned by 
Mark Baumgartner
[REPLAY] Mark Baumgartner – Luck, Risk and Uncertainty as CIO for the Institute for Advanced Study (Capital Allocators, EP.77)
