Notes: Active Portfolio Management. By Zhipeng Yan. Active Portfolio Management. By Richard C. Grinold and Ronald N. Kahn. Part I Foundations. By RICHARD C. GRINOLD and RONALD N. KAHN. Chicago and Cambridge, Probus Publishing, Pp. vii + Active Portfolio Management by Richard. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn.” -Scott Stewart, Portfolio Manager.

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A Dynamic Process John L.

No trivia or quizzes yet. Ships from and sold by Amazon. An Innovative Approach to Portfolio Management.

See and discover other items: The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing managemejt profits from-active investment management. An introduction to direct access trading strategies.

I bought it for a present. If you’re an investing professional, you should already know about this book, whether you use it or not. If a new opportunity is fully correlated to a previous one it adds no IR.

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Bill rated it really liked it Sep 14, He is on the editorial advisory board of the Journal of Portfolio Management and the Journal of Investment Consulting. What I find most remarkable about the book is how it rewards upon rereadings.


Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in Coming from a science and pkrtfolio background, I find the exposition verbose, yet lacking a ground-up derive-from-fundamentals approach. Learn more about Amazon Giveaway.

If you’re interested in serious measures of investment skill and performance, ditto. Anselmo Araujo rated it really liked it Feb 13, Limiting yourself to being long only lowers IR. Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and attract new followers and customers.

Active Portfolio Management by Kahn, Richard Grinold; Ronald

Not recommended for fun read, but a complete must-have for active portfolio managers’ knowledg This is the textbook for the active portfolio management course at Haas School of Business taught by Dr. They should go buy Hull and be happy. Andrew Bartels rated it it was amazing Apr 04, Secondly, the Equations are stored as tiny images. If you are a seller for this product, would you like to suggest updates through seller support?


If you’re interested in how indexes benchmarks are constructed for specific purposes, this is the portfklio. AmazonGlobal Ship Orders Internationally.

Active Portfolio Management

MichaudRobert O. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark.

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Ronald Kahn, the author of the book. Nicholas rated it it was amazing Jan 02, I attempted reading it several times, but gave up every time.

Top Reviews Most recent Top Reviews. Nsagarajan rated it really liked it Dec 28, Marcos Lopez de Poryfolio. McLeaveyJerald E.

Active Portfolio Management was groundbreaking when it was first published in as instead it was devoted to the practical process of generating alpha from a quantative angle.

MaginnDonald L.