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Volume 2, Issue 1
1 April 2000
The Journal of Risk Finance Cover Image for Volume 2, Issue 1
Review Article| April 01 2000

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

BERNARD LEE
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.
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Author & Article Information
Publisher: Emerald Publishing
Online ISSN: 2331-2947
Print ISSN: 1526-5943
© MCB UP Limited
2000
Journal of Risk Finance (2000) 2 (1): 36–41.
https://doi.org/10.1108/eb022944

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.

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© MCB UP Limited
2000
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