"Illustrates how investment strategies for tax-exempt accounts don't work for individuals subject to taxes. Offers techniques for comparing tax-efficiency of mutual funds, hedge funds, and investment managers, and presents more-sophisticated strategies for offsetting gains against losses in...

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.

Acknowledgments -- About the author -- The daily blotter -- The business cycle -- Gross domestic product (GDP) -- The labor market and employment -- Retail sales -- National federation of independent businesses NFIB) small business economic trends -- Personal income and outlays -- Housing and...