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A Practitioner's Guide to Active Portfolio Management Using Implied View

BERNARD LEE (Director of financial engineering consulting at SunGard Trading and Risk Systems and researcher at the Centre for Quantitative Finance, Imperial College, London. He is a charterholder of the CFA designation.)

Journal of Risk Finance

ISSN: 1526-5943

Publication date: 1 April 2000

Abstract

The Implied View of a portfolio can offer powerful insights to the savvy portfolio manager. This article presents a heuristic by which these returns can be computed, using information that is readily available from the public domain. We will also present a computational example to illustrate how such an analytical tool will be useful to active portfolio managers.

Citation

LEE, B. (2000), "A Practitioner's Guide to Active Portfolio Management Using Implied View", Journal of Risk Finance, Vol. 2 No. 1, pp. 36-41. https://doi.org/10.1108/eb022944

Publisher

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MCB UP Ltd

Copyright © 2000, MCB UP Limited