Active Portfolio Management: A Quantitative

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk Richard Grinold, Ronald Kahn
Publisher: McGraw-Hill

Kahn (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Mar 7, 2012 - I was very impressed after using Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk . Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. Jun 26, 2013 - risk is climate change. May 29, 2013 - DE is based on the concept of producing a new solution by combining three existing solutions. Respected economists and scientists warn that without significant worldwide reductions in greenhouse gas emissions, climate change will produce severe economic disruption in the coming decades. Covered various topics of portfolio management including several drawn from: Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk by Richard Grinold, Ronald Kahn. Aug 2, 2012 - LSV Asset Management (LSV) is a mostly employee owned firm with an AUM of just under sixty billion dollars. Our understanding of company, industry, asset, portfolio and fund risk? Is our approach to investing contributing to. The new solution Active Portfolio Management: A Quantitative Approach for Providing Superior Returns and Controlling Risk. A manager need not be an extraordinary quantitative analyst or an asset-picking star but, rather, need merely use the extant rich knowledge on good portfolio management techniques. Apr 3, 2014 - Richard Grinold, Ronald Kahn, "Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk" English | ISBN: 0070248826 | 1999 | EPUB | 596 pages | 27,6 MB. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Mar 25, 2013 - Sunday, 24 March 2013 at 15:46. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns? Apr 7, 2013 - Overall Rating (based on real customer reviews): 3.7 out of 5 stars 3.7 out of 5 stars. For that view, based on the fundamental law of active management, as outlined in Grinold and Kahn's book Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. May 4, 2013 - Grinold, Richard C.