Advanced Portfolio Management

Full Name
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Whatever stage you are at in your career, you have valuable investment ideas but always need knowledge to turn them into money. Advanced Portfolio Management introduces you to a framework for portfolio construction and risk management that is grounded in sound theory and tested by successful fundamental portfolio managers. Advanced Portfolio Management also contains more advanced material and a quantitative appendix, which benefit quantitative researchers who are members of fundamental teams.

Praise for Advanced Portfolio Management

“As a seasoned risk management practitioner, Giuseppe knows that successful portfolio managers are able to incorporate risk management disciplines into their investment process. Giuseppe has brought together the key components of this in his book, Advanced Portfolio Management, in an easily digestible style that only he can do. I highly recommend this book for all portfolio managers who are looking to enhance their long-term performance.”

Stephen Haratunian, Head of Enterprise Risk at Millennium

“The unique combination of Giuseppe’s insights as a practitioner combined with his deep quantitative savvy makes Advanced Portfolio Management a must-read for any current or aspiring professional investor who wants to have staying power and compete effectively in today’s challenging market environment.”

Gustav Rydbeck, Partner and COO of Equities at Balyasny Asset Management 

“This is a comprehensive and practical guide to the fundamentals of risk management and portfolio construction, written by an industry insider (with a quirky Italian sense of humor). Any fundamental analyst or portfolio manager will find this book an invaluable resource in grasping the foundational concepts of portfolio management. The fact that the book is funny and enjoyable to read is a small consolation for Giuseppe having given away such valuable industry secrets!”

Brandon Haley, Founder and CIO at Holocene Advisors

“Bravo, Giuseppe, for providing investors with a useful and practical resource on the art of factor neutral portfolio construction, which until now could only be learned on the job, through years of apprenticeship.”

Michael Rockefeller, Founder and Co-CIO at Woodline Partners 

“Top-performing portfolio management combines fundamental security selection with systematic portfolio construction and risk management. Giuseppe integrates his best-in-class subject expertise with over a decade of market experience at industry-leading hedge funds to provide practitioners with actionable insights and wisdom they can use in the everyday construction of their portfolios. This book will become the industry reference and a catalyst for portfolio managers to adopt these best practices.”

David Stemerman, Co-Founder, Chief Executive Officer, and Chief Investment Officer at CenterBook Partners