Index
Note: Page numbers followed by “f” and “t” indicate figures and tables respectively.
0-9
1/N asset allocation rule, 411–413
A
Accounting, valuation and pricing concepts in
International Financial Reporting Standards (IFRS), 520–524
fair value, definition of, 521–522
and German generally accepted accounting principles (GAAP), 525–526
hierarchy of inputs, 523–524
and US generally accepted accounting principles (GAAP), 524–525
valuation techniques, 522
Accounting and banking regulation, links between, 526
Active portfolio construction, 399–410
alpha and risk factor misalignment, mitigation for, 405–408
case studies, 408–409
framework for, 400–402
portfolio optimization with alpha decomposition, 404–405
risk and alpha models, misalignment of, ...
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