发帖
雷达卡
Scott D. Stewart, CFAResearch Foundation Publications, Manager Selection
(December 2013): 1–132.
Contents
Foreword
Preface
Acknowledgements
Chapter 1. Introduction
Chapter 2. Identifying Skilled Active Managers
Chapter 3. Index Fund Investing
Chapter 4. Asset Allocation Policy and Its Implications for Manager Selection
Chapter 5. Setting Weights for Active and Index Managers
Chapter 6. The Dynamics of Manager Selection: Performance Analysis, Monitoring, and Fee Incentives
Chapter 7. Research Findings on Manager Selection
Chapter 8. Issues for Financial Advisers
Chapter 9. Manager Selection for Global Markets and Alternative Asset Classes
Chapter 10. Key Recommendations and Best Practices
Appendix A. The Mathematics of the Arithmetic of Active Management
Appendix B. The Mathematics of Optimal Asset Allocation
Appendix C. The Mathematics of Optimal Manager Allocation
Appendix D. Definitions of Optimization Parameters
Appendix E. Excel
References
Manager Selection (CFA Institute).pdf
(3.76 MB, 需要: 2 个论坛币)
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