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Portfolio Construction

AngieW

New Member
Hi all,

I recently accepted a summer internship offer from a fund. The role is about Portfolio Construction, and the main task is to work on a research project. The theme of the project has not been determined yet. However, I would like to prepare myself before starting this job.

What would you suggest to read about portfolio management? I know there's one book called 'Active Portfolio Management - A Quantitative Approach for Providing Superior Returns and Controlling Risk ' by Richard C. Grinold & Ronald N. Kahn.

Are there other books that are worth reading? Also, how to acquaint myself to the global financial market?

Thank you
 

tailrisk

Member
I agree with user IntoDarkness. Ask your future employers for a reading list.
Otherwise, look up their LinkedIn profile and look at their areas of interest or summary blurbs. It's likely you want to be able to 'speak their language' no matter what your eventual summer project ends up being.

If this is in a quant fund and if you have a quant background, consider brushing up on optimization techniques. If you have the time+energy, I'd suggest giving this one a look as well : Amazon.com: Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) eBook: Ludwig B Chincarini, Daehwan Kim: Kindle Store
 
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