Home Page Icon
Home Page
Table of Contents for
Dedication
Close
Dedication
by
Advanced Portfolio Management
Cover
Title Page
Copyright
Dedication
Chapter 1: For Whom? Why? And How?
1.1 What You Will Find Here
1.2 Asterisks; Or, How to Read This Book
1.3 Acknowledgments
Chapter 2: The Problem: From Ideas to Profit
2.1 How to Invest in Your Edge, and Hedge the Rest
2.2 How to Size Your Positions
2.3 How to Learn from Your History
2.4 How to Trade Efficiently
2.5 How to Limit Factor Risk
2.6 How to Control Maximum Losses
2.7 How to Determine Your Leverage
2.8 How to Analyze New Sources of Data
Notes
Chapter 3: A Tour of Risk and Performance
3.1 Introduction
3.2 Alpha and Beta
3.3 Where Does Alpha Come From?
3.4 Estimate Risk in Advance
3.5 First Steps in Risk Decomposition
3.6 Simple Hedging
3.7 Separation of Concerns
3.8 Takeaway Messages
Notes
Chapter 4: An Introduction to Multi-Factor Models
4.1 From One Factor to Many
4.2 ★Frequently Asked Questions About Risk
4.3 ★The Machinery of Risk Models
4.4 Takeaway Messages
Notes
Chapter 5: Understand Factors
5.1 The Economic Environment
5.2 The Trading Environment
5.3 The Company: Valuation Factors
5.4 Takeaway Messages
Notes
Chapter 6: Use Effective Heuristics for Alpha Sizing
6.1 Sharpe Ratio
6.2 Estimating Expected Returns
6.3 Risk-Based Sizing
6.4 ★Empirical Analysis of the Sizing Rules
6.5 From Ideas to Positions
6.6 Time-Series Risk-Based Portfolio Targeting
6.7 ★Frequently Asked Questions About Performance
6.8 Takeaway Messages
Notes
Chapter 7: Manage Factor Risk
7.1 Tactical Factor Risk Management
7.2 Strategic Factor Risk Management
7.3 Systematic Hedging and Portfolio Management
7.4 Takeaway Messages
Notes
Chapter 8: Understand Your Performance
8.1 Factor
8.2 Idiosyncratic
8.3 Trade Events Efficiently
8.4 ★Use Alternative Data!
8.5 ★Frequently Asked Questions About Performance
8.6 Takeaway Messages
Notes
Chapter 9: Manage Your Losses
9.1 How Stop-Loss Works
9.2 Why a Stop-Loss Policy?
9.3 The Costs and Benefits of Stop-Loss
9.4 Takeaway Messages
Notes
Chapter 10: ★Set Your Leverage Ratio for a Sustainable Business
10.1 A Framework for Leverage Decisions
10.2 Takeaway Messages
Notes
Chapter 11: ★★Appendix
11.1 Essential Risk Model Formulas
11.2 Diversification
11.3 Mean-Variance Formulations
11.4 Proportional-Rule Formulations
11.5 Generating Custom Factors
11.6 Optimization Formulations
11.7 Tactical Portfolio Optimization
11.8 Hedging Formulations
11.9 Optimal Event Trading
Notes
References
Index
End User License Agreement
Search in book...
Toggle Font Controls
Playlists
Add To
Create new playlist
Name your new playlist
Playlist description (optional)
Cancel
Create playlist
Sign In
Email address
Password
Forgot Password?
Create account
Login
or
Continue with Facebook
Continue with Google
Sign Up
Full Name
Email address
Confirm Email Address
Password
Login
Create account
or
Continue with Facebook
Continue with Google
Prev
Previous Chapter
Copyright
Next
Next Chapter
Chapter 1: For Whom? Why? And How?
To Tofu
Add Highlight
No Comment
..................Content has been hidden....................
You can't read the all page of ebook, please click
here
login for view all page.
Day Mode
Cloud Mode
Night Mode
Reset