Active Equity Portfolio Management

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

• Contributing Authors. 1. Investment Management: An Architecture for the Equity Market (B. Jacobs and K. Levy). 2. Investment Analysis: Profiting from a Complex Equity Market (B. Jacobs and K. Levy). 3. The Active versus Passive Debate: Perspectives of an Active Quant (R. Jones). 4. Overview of Equity Style Management (F. Fabozzi). 5. Factor-Based Approach to Equity Portfolio Management (F. Fabozzi). 6. Normal Portfolios: Construction of Customized Benchmarks (J. Christopherson). 7. Quantitative Tools for Equity Style Management (D. Leinweber, et al.). 8. Managing the Small Cap Cycle (E. Sorensen, et al.). 9. Implications of Style in Foreign-Stock Investing (P. Bagnoli). 10. Implementable Quantitative Research and Investment Strategies (C. Ma and J. Mallett). 11. Implementing Investment Strategies: The Art and Science of Investing (W. Wagner and M. Edwards). 12. A New Technique for Tactical Asset Allocation (E. Sorensen, et al.). 13. The Use of Derivative in Managing Equity Portfolios (R. Clarke, et al.). 14. New Applications of Exchange-Traded Equity Derivatives in Portfolio Management (G. Gastineau). 15. The Use of OTC Derivatives in Equity Investment Strategies (B. Collins). 16. Constructing a Multi-Manager U.S. Equity Portfolio (R. Ploder). Index.