Active Portfolio Management by Richard C. Grinold

Author:Richard C. Grinold
Language: eng
Format: epub
Publisher: McGraw-Hill
Published: 2000-04-05T04:00:00+00:00

INFORMATION ANALYSIS

Information analysis is a two-step process:

Step 1: Turn predictions into portfolios.

Step 2: Evaluate the performance of those portfolios.

In step 1, the information is transformed into a concrete object: a portfolio. In step 2, the performance of the portfolio is then analyzed.

Information analysis is flexible. There are a great many ways to turn predictions into portfolios and a great many ways to evaluate performance. We will explore many of these alternatives below.

STEP 1: INFORMATION INTO PORTFOLIOS

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.