A Practitioner's Guide to Active Portfolio Management Using Implied View
A Practitioner's Guide to Active Portfolio Management Using Implied View
LEE, BERNARD
2000-04-01 00:00:00
The Implied View of a portfolio can offer powerful insights to the savvy portfolio manager. This article presents a heuristic by which these returns can be computed, using information that is readily available from the public domain. We will also present a computational example to illustrate how such an analytical tool will be useful to active portfolio managers.
http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.pngThe Journal of Risk FinanceEmerald Publishinghttp://www.deepdyve.com/lp/emerald-publishing/a-practitioner-s-guide-to-active-portfolio-management-using-implied-UDa7yQrgrt
A Practitioner's Guide to Active Portfolio Management Using Implied View
The Implied View of a portfolio can offer powerful insights to the savvy portfolio manager. This article presents a heuristic by which these returns can be computed, using information that is readily available from the public domain. We will also present a computational example to illustrate how such an analytical tool will be useful to active portfolio managers.
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