Active Equity Portfolio Management (Frank J. Fabozzi Series)

Rating:
Summary: Excellent Book
Review: This book is an excellent guide tio current state-of-the-art quantittative methods for portfolio management. It brings out the concepts and applications very nicely; including index tracking problems, vannila markowitz framework and the new concepts like optimizing a poprtfolio w.r.t VaR constraints.

A through treatment of the subject, and detailed analysis of the quantitative solutions. A must read.