Notes: Active Portfolio Management. By Zhipeng Yan. Active Portfolio Management. By Richard C. Grinold and Ronald N. Kahn. Part I Foundations. Active Portfolio Management has 86 ratings and 7 reviews. Richard Grinold and Ronald Kahn, today retired and at BlackRock respectively, share a history in . Active Portfolio Management: A Quantitative Approach to Providing Richard C. Grinold. and. Ronald N. Kahn. New York.: McGraw-Hill.
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Yet, over the years I find myself returning to the key concepts of the book over and over again. TuttleDennis W.
If you’re an investing professional, you should already know about this book, whether you use it or not. It may not make you rich, and it may not make the people you invest for rich, but you will at least understand why or why not after understanding the math.
I learned mostly about the underside of the investment process, a issue that I think not communicated enough today. No trivia or quizzes yet. If you like books and love to build cool products, we may be looking for you.
I would recommend this book to anyone who is curious about scientific and investment theories. Tsung-Han Yang rated it it was ok Feb 17, Richard GrinoldRonald Kahn Snippet view – It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management.
If you’re interested in serious measures of investment skill and performance, ditto. Other editions – View all Active Portfolio Management: To ask other readers questions about Active Portfolio Managementplease sign up.
Daniel Walker rated it really liked it Oct 05, Account Options Sign in. Richard GrinoldRonald Portfolil Limited preview – Limiting yourself to being long only lowers IR.
There is a substantial expansion in both depth and breadth on the original. Ronald Kahn, the author of the book. To purchase short term access, please sign in to your Oxford Academic account above.
Active Portfolio Management
The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management. 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.
John g rated it it was amazing Feb 08, Don’t have an account? 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.
It revisits a number of discussions from the first edition, shedding new light on some of today’s most pressing issues, including risk, managementt, market impact, and performance analysis, while providing empirical evidence where appropriate. Lists with This Book.
MaginnDonald L. Citing articles via Google Scholar. It’s a highly quantitative read that will make your portfolko math courses valuable, literally. I would keep it on my shelf for future reference. Jason P rated it it was amazing Apr 07, The second source of IR is breadth — the number of independent active oportunities per year the PM have to use his skill on.
It is for example more valuable to be able to forecast the returns of stocks than stocks. This book is not yet featured on Listopia. Tapas Neogi rated it really liked it Mar 16, Just a moment while we sign activve in to your Goodreads account.
Active Portfolio Management by Kahn, Richard Grinold; Ronald
Ana Mizo rated it it was amazing Apr 22, Giovanni rated it it was ok Apr 01, Goodreads helps you keep track of books you want to read. Want to Read Currently Reading Read. Trevor rated it it was amazing May 26, Active Portfolio Management, Second Editionnow grinolv the bar even higher. Receive exclusive offers and updates from Oxford Academic. Apart from maagement jumbling numbers, for someone with insight into the issue, the book is easy to read.
Most users should sign in with their email address. Gregory Connor; Active Portfolio Management: Shock Propagation and Banking Structure. He is on the editorial advisory board of the Journal of Portfolio Management and the Journal of Investment Consulting. A Dynamic Process John L. Kevin rated it did not like it Jul 02, Often the asset management process focuses excessively on the quality of bets versus portfolip quantity.
This is the textbook for the active portfolio management course at Haas School of Business taught by Dr. It revisits a number of discussions from the first edition, shedding new light on some of today’s most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate.
The topic at hand is the generation of risk adjusted relative returns.
There are no discussion topics on this book yet.