Positive Alpha Generation
Designing Sound Investment Processes
By Claude Diderich
(Wiley, Hardcover, 9780470061114, 364pp.)
Publication Date: March 2009
Categories: Investments & Securities - General
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Diderich describes tools and techniques, which can be used to develop quantitative models for actively managing investment products, and focuses on how theoretical models can and should be used in practice. He describes the interaction between different elements of an investment process's value chain in a single and consistent framework. A key focus is placed on illustrating the theory with real world examples. At the end of the book the reader will be capable of designing or enhancing an investment process for an investment or portfolio managers products from start to finish.
* Increased pressure to add value through investments makes this a hot topic in the investment world
* Combined theoretical and practical approach makes this book appealing to a wide audience of quants and investors
* The only book to show how to design and implement quantitative models for gaining positive alpha
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.
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