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ReferenceTitleLink
Jelicic, D., Brooks, M., Holt, S., Jagger, S., Kemp, M., Lavin, P. and Wilson, C. (2000)Demystifying Active Quanthere

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."


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