Nematrian Reference Library
[this page | back links]
Set out below is information (held by the Nematrian website) on the reference you have selected
Pages on this website that contain links to this reference include
PresentationLibrary2
Reference | Title | Link |
Jelicic, D., Brooks, M., Holt, S., Jagger, S., Kemp, M., Lavin, P. and Wilson, C. (2000) | Demystifying Active Quant | here |
Abstract
"This paper aims to remove certain misconceptions that hinder the broader acceptance and understanding of quant techniques. There is no universally accepted definition of what constitutes active quant. The paper focuses on managing equity portfolios and discusses the areas of stock selection, portfolio construction and risk control. We conclude, partly based on US experience, that quant investment is likely to achieve increased market penetration over time." |
See
here to choose a new Category/Sub-Category or
here for a list of all references held by the Nematrian website. Please
contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.