Diderich Positive Alpha Generation

Designing Sound Investment Processes
1. Auflage 2009
ISBN: 978-0-470-74287-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 364 Seiten, E-Book

Reihe: Wiley Finance Series

Diderich describes tools and techniques, which can be used todevelop quantitative models for actively managing investmentproducts, and focuses on how theoretical models can and should beused in practice. He describes the interaction between differentelements of an investment process's value chain in a single andconsistent framework. A key focus is placed on illustrating thetheory with real world examples. At the end of the book the readerwill be capable of designing or enhancing an investment process foran investment or portfolio managers products from start tofinish.
* Increased pressure to add value through investments makes this ahot topic in the investment world
* Combined theoretical and practical approach makes this bookappealing to a wide audience of quants and investors
* The only book to show how to design and implement quantitativemodels for gaining positive alpha

Autoren/Hrsg.

Diderich, Claude

Über Autor(innen)

Dr. Claude Diderich is a Manager at the Financial Services Practice of Deloitte Consulting in Zurich, Switzerland. Previously he was head of investment process and portfolio analytics at a major Swiss private bank, where he was developing innovative investment solutions for institutional and private investors with a focus on the underlying alpha generating investment process. Previously Dr. Diderich worked at Credit Suisse Asset Management where he designed and implemented different successful asset allocation and fixed income investment products and the associated investment processes. Dr. Diderich holds a doctor ès sciences and a masters in computer science engineering from the Swiss Federal Institute of Technology in Lausanne. He is a certified EFFAS Financial Analyst and Portfolio Manager, FRM certified, and a certified New Product Development Professional.