• Authors: Richard C. Grinold, Ronald N. Kahn
• Publisher: McGraw-Hill Education
• Publication year: 2020
• Difficulty: ⭐⭐⭐⭐
• Recommendation Index: ⭐⭐⭐⭐⭐
• PDF Download: [Click to download](https://asset.quant-wiki.com/pdf/Advances in Active Portfolio Management_ New Developments in Quantitative Investing-McGraw-Hill Education (2020).pdf)

Introduction

This book "Advanced Active Portfolio Management: New Developments in Quantitative Investment" provides an in-depth discussion of the latest developments in active portfolio management. As a follow-up to the classic book "Active Portfolio Management" by Richard C. Grinold and Ronald N. Kahn, it updates and expands the original framework. This book pays special attention to the evolution of modern portfolio theory, new developments in factor investing, and the application of cutting-edge technologies such as machine learning and big data analysis in investment management. The book explains in detail how to use advanced mathematical models and statistical methods to innovate risk modeling, and conducts an in-depth analysis of transaction cost analysis. By integrating the latest research results in quantitative investment, this book aims to provide readers with a systematic framework to cope with complex and ever-changing financial market challenges and enhance the excess return capability of investment portfolios.

Core Chapter

1. Modern Portfolio Theory
2. New developments in factor investing
3. Machine learning applications
4. Risk modeling innovation
5. Transaction cost analysis

Main features

• Introduction to cutting-edge theory
• Practical case analysis
• New technology applications
• Systematic framework

Suitable for the crowd

• Fund manager
• Quantitative researcher
• Portfolio Manager
• Risk manager

Supporting resources

• Research data

• Analysis tools

• case studies 本书籍由TheQuantHackers社区整理, 并提供PDF下载, 只供学习交流使用, 版权归原作者所有。

• 作者: Richard C. Grinold, Ronald N. Kahn

• 出版社: McGraw-Hill Education

• 出版年份: 2020

• 难度: ⭐⭐⭐⭐

• 推荐指数: ⭐⭐⭐⭐⭐

• PDF下载: [点击下载](https://asset.quant-wiki.com/pdf/Advances in Active Portfolio Management_ New Developments in Quantitative Investing-McGraw-Hill Education (2020).pdf)

内容简介

本书《主动投资组合管理进阶：量化投资新发展》深入探讨了主动投资组合管理的最新进展，作为Richard C. Grinold和Ronald N. Kahn经典著作《主动投资组合管理》的后续之作，它更新并扩展了原有的框架。本书特别关注了现代投资组合理论的演进、因子投资的新发展以及机器学习和大数据分析等前沿技术在投资管理中的应用。书中详细阐述了如何运用先进的数学模型和统计方法进行风险建模创新，并对交易成本分析进行了深入剖析。通过整合量化投资的最新研究成果，本书旨在为读者提供一个系统性的框架，以应对复杂多变的金融市场挑战，提升投资组合的超额收益能力。

核心章节

1. 现代投资组合理论
2. 因子投资新发展
3. 机器学习应用
4. 风险建模创新
5. 交易成本分析

主要特点

• 前沿理论介绍
• 实践案例分析
• 新技术应用
• 系统性框架

适合人群

• 基金经理
• 量化研究员
• 投资组合经理
• 风险管理师

配套资源

• 研究数据
• 分析工具
• 案例研究