GARP Digital Library

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Books/Articles BY

 
Dynamic Portfolio Theory and Management: Using Active Asset Allocation to Improve Profits and Reduce Risk

 
 
 


Chapter 2

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
2
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Summary:

This chapter effectively introduces the Arbitrage Pricing Theory and factor models and the issues associated with their implementation, particularly parameter estimation and time-varying risk premiums. As with the book in general, this chapter is essentially non-technical, providing a higher level conceptual overview and referencing relevant previously published research for ... click here for more details.






Chapter 3

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
3
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Summary:

After reviewing the Arbitrage Pricing Theory (APT) and factor models generally in chapter 2, this chapter focuses on research done on factors associated with changes in equity market returns. The chapter is filled with useful and practical information about the many potential factors for equity portfolios that have been ... click here for more details.






Chapter 4

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
4
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Summary:

After reviewing the Arbitrage Pricing Theory (APT) and factor models generally in chapter 2, this chapter focuses on research done on factors associated with changes in bond market returns. The chapter is filled with useful and practical information about the many potential factors for bond portfolios that have been ... click here for more details.




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GARP Digital Library