Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies

From the leading authorities in their field—the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio ma

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification

"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help inve

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathemat