'Active portfolio management' diaporamas de présentation

Portfolio Management 3-228-07 Albert Lee Chun

Portfolio Management 3-228-07 Albert Lee Chun. Equity Portfolio Management Strategies. Lecture 9. 2 Dec 2007. Passive Portfolio Management. Management Fees. Malkiel (2001) reports that on average that:

1.02k views • 73 slides

Portfolio management: Part I

500 views • 48 slides

Performance Evaluation and Active Portfolio Management Or figuring out if you or your manager is good or just lucky!

Bm410: Investments. Performance Evaluation and Active Portfolio Management Or figuring out if you or your manager is good or just lucky!. Objectives. A. Understand active portfolio management and performance evaluation B. Understand how to calculate risk adjusted rates of return

628 views • 36 slides

Risk Management, Capital Attribution and Performance Measurement in Best Practice Banks Michel Crouhy IXIS Corporate a

Risk Management, Capital Attribution and Performance Measurement in Best Practice Banks Michel Crouhy IXIS Corporate and Investment Bank Workshop on Risk Measures University of Evry, July 6-7, 2006. Sommaire. What Purpose Does Risk Capital Serve?

591 views • 32 slides

Active or Passive? Issues and Strategies

Active or Passive? Issues and Strategies. Market Efficiency Anomalies Market Timing A theoretical model of active portfolio management (Treynor-Black) Quantitative Investment Management. Equity Portfolio Management: Active or Passive?. Equity Portfolio Management: Active or Passive?.

422 views • 23 slides

271 views • 18 slides

Mutual Funds and Other Investment Companies

Mutual Funds and Other Investment Companies. P.V. Viswanath For a First Course in INvestments. Learning Goals. What are investment companies? What are the different kinds of investment companies? What are the different kinds of mutual funds? How are they sold?

377 views • 16 slides

Active Portfolio Management

Active Portfolio Management Theory of Active Portfolio Management Market timing portfolio construction Portfolio Evaluation Conventional Theory of evaluation Performance measurement with changing return characteristics Theory of Portfolio Management- Market Timing

1.49k views • 15 slides

Passive versus Active Portfolio Management

Passive versus Active Portfolio Management Review of Market Efficiency Anomalies Market Timing A theoretical model of active portfolio management (Treynor-Black) Quantitative Investment Management Passive Management Buy and Hold Indexation

914 views • 6 slides

Passive versus Active Portfolio Management

Passive versus Active Portfolio Management. Review of Market Efficiency Anomalies Market Timing A theoretical model of active portfolio management (Treynor-Black) Quantitative Investment Management. Passive Management. Buy and Hold Indexation

533 views • 6 slides