07. Active Portfolio Management

 EXCEL: http://highered.mcgraw-hill.com/sites/0077861671/student_view0/chapter27/excel_templates.html

Treynor-Black Model

• https://dimitrisgeorgiou.medium.com/introduction-to-portfolio-analysis-optimization-with-python-697b1534dfe4

Black-Litterman Model

• https://pyportfolioopt.readthedocs.io/en/latest/BlackLitterman.html

• https://pythonforfinance.net/2020/11/27/black-litterman-portfolio-allocation-model-in-python/

• https://medium.com/analytics-vidhya/black-litterman-model-for-asset-allocation-for-top-20-indian-companies-by-market-capitalization-c9fcbd362d72

Pairs Trading 

• http://www.interactivebrokers.com/webinars/2018-WB-2869_QuantConnect-PairTradinginPython.pdf

• https://github.com/KidQuant/Pairs-Trading-With-Python/blob/master/PairsTrading.ipynb

 Berk, Jonathan, 2005" Five Myths of Active Portfolio Management," Journal of Portfolio Management, Vol. 31, pp. 27-31

William Funga, David A. Hsiehb, Chapter 16 - Hedge Funds, In: George M. Constantinides, Milton Harris and Rene M. Stulz, Editor(s), Handbook of the Economics of Finance, Elsevier, 2013, Volume 2, Part B, Pages 1063-1125, ISSN 1574-0102, ISBN 9780444594068, http://dx.doi.org/10.1016/B978-0-44-459406-8.00016-0.(http://www.sciencedirect.com/science/article/pii/B9780444594068000160)

Pastor Liquidity Factor    http://faculty.chicagobooth.edu/lubos.pastor/research/