This text explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.

This dissertation consists of three essays on empirical asset pricing. In the first paper, we examine the impact of test criteria in identifying true asset pricing factors. We focus on the Sharpe ratio and pricing performance improvement. While both criteria are exposed to model...

"This book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher