Diderich Claude:
Positive Alpha Generation
Designing Sound Investment Processes
John Wiley And Sons Ltd (United Kingdom), 2009
Hardback, 364 pages
Size: 249x178 mm
ISBN: 9780470061114
ISBN-10: 0470061111
List price: £45.00
You save: 30%
Positive Alpha Generation
Describes tools and techniques, which can be used to develop quantitative models for actively managing investment products, and focuses on how theoretical models can and should be used in practice. This title also describes the interaction between different elements of an investment process' value chain in a single and consistent framework.

