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Trading and money management in a student-managed portfolio / Brian Bruce, Jason Greene

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: Amsterdam ; ; New York : Elsevier/AP, 2014Edition: Online-AusgDescription: Online-Ressource (1 online resource (xviii, 473 pages)) : illustrations (black and white)ISBN:
  • 9781306092364
  • 1306092361
  • 9780080911939
Subject(s): Additional physical formats: 9780123747556 | 1306091691 | Erscheint auch als: 9780123747556 Druck-Ausgabe | Erscheint auch als: Druckausg. Druck-AusgabeDDC classification:
  • 332.632
  • 332.6'32 23
  • 332.6
LOC classification:
  • HG4529.5
Online resources: Summary: Front Cover -- Trading and Money Management in a Student-Managed Portfolio -- Copyright Page -- Contents -- Introduction -- Acknowledgments -- About the Authors -- 1 Investment Philosophy and Process -- The Student-Managed Investment Fund as an Investment Management Firm -- Investment Philosophy and Process -- Investment Philosophy -- Scope of an Investment Philosophy -- Key Elements of an Investment Philosophy -- Statement of Beliefs -- Statement of Opportunities -- Statement of Ability -- Statement of Value -- Examples of Investment Philosophy -- Investment Process -- Key Elements of an Investment Process -- Initialization -- Methods -- Implementation -- Examples of Investment Process -- Internal and External Uses of the Investment Philosophy and Process -- Appendix A: Common Investment Strategy Classifications -- Appendix B: The Role of Investment Philosophy in Evaluating Investment Managers: A Consultant's Perspective on Distinguishing -- Alpha from Noise -- What Is an Investment Philosophy? -- How Does Analysis of a Manager's Investment Philosophy Aid in Distinguishing Alpha from Noise? -- Common Ways of Failing the Investment Philosophy Test -- 1. Managers Who Don't Have an Alpha Thesis -- 2. Managers Who Have an Alpha Thesis That Isn't Conceptually Grounded -- 3. Managers Who Don't Think Very Deeply About Where Their Performance Comes From -- 4. Managers Who Don't Think About Whether Their Alpha Generation Process Is Based on Temporary Charactistics of the Markets -- Uncommon Ways of Passing the Investment Philosophy Test -- 1. Managers Who Measure the Success of the Steps of the Process and Not Just the Ultimate Outcome -- 2. Managers Who Recognize That Every Strategy They Come up with Is Potentially Subject to Being Arbitraged Away.PPN: PPN: 787518549Package identifier: Produktsigel: ZDB-26-MYL | ZDB-30-PAD | ZDB-30-PBE | ZDB-30-PQE
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