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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There was a problem filtering reviews right now. Amazon Renewed Refurbished products with a portfoio. This book was recommended to me as the bible of active management. Aug 21, InvestingByTheBooks. Get to Know Us. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities.
Amazon Advertising Find, portrolio, and engage customers. Dec 01, Shauntelle James rated it it was amazing. Matthew Tuxford rated it it was ok Oct 16, MichaudRobert O. Amazon Second Chance Pass it on, trade it in, give it a second life.
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Write a customer review. Share your thoughts with other customers. If you’re interested in serious m If you’re an investing professional, you should already know about this book, whether you use it or not. Ships from and sold by Fairview Books.
Active Portfolio Management by Kahn, Richard Grinold; Ronald
Marcos Lopez de Prado. What I find most remarkable about the book is how it rewards upon rereadings. Kindle Edition Verified Purchase.
Pinto No preview available – Active Portfolio Management is an outstanding treatise on the methods and techniques of measuring performance and risk gtinold that is both rigorous and understandable. 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.
No trivia or quizzes yet. Grinold spent 14 years at BARRA, where he served as Director of Research, Executive Vice President, and President; and 20 years on the faculty at the School of Business Administration at the University of California, Berkeley, where he served as the chairman of the finance faculty, chairman of the management science faculty, and director of the Berkeley Program in Finance.
It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark.
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. The concept of breadth emphasizes the negative secondary effects that come with placing limits on an investment process with an edge.
Both authors have published extensively, and are widely known in the industry for their pioneering work on risk models, portfolio optimization, and trading analysis; equity, fixed income, and international investing; and quantitative approaches to active management.
Active Portfolio Management
I read this book because it was recommended for Coursera course: I bought it for a present. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in Explore the Home Gift Guide. Anselmo Araujo rated it really liked it Feb 13, A reference classic, and surprisingly well written.
Want to Read Currently Reading Read. Active asset management is all about forecasting. That is what Grinold and Kahn do for a living, and they probably wrote the book to have something to give to dumb pupils who don’t know anything. Even though the book is full of financial theory the approach is practical.
It states that there are two sources of oportunities to increase the information ratio. Giovanni rated it it was ok Apr 01, They didn’t write grinodl book about specific investment instances that come up. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit portfollo.
Structurers don’t need this book.