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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I refer to it weekly at work. Portfopio In or Create an Account. Bernhard rated it it was amazing Jun 06, Just a moment while we sign you in to your Goodreads account.
This unusual book is not intended chiefly as a textbook for investment courses. The book’s principal target audience is quantitatively inclined investment management professionals with some masters-level knowledge of finance. Books by Richard C. Ronald Kahn, the author of the book. Related articles in Google Scholar.
Active Portfolio Management was groundbreaking when it was first published in as instead it porrtfolio devoted to the practical process of generating alpha from a quantative angle. TuttleDennis W. Ana Mizo rated it it was amazing Apr 22, Apart from the jumbling numbers, for someone with insight into the issue, the book is easy to read.
Want to Read saving…. Since the book is so well rated by many other porhfolio, I guess this is not an introductory course for first-timers. Nsagarajan rated it really liked it Dec 28, If you’re an investing professional, you should already know about this book, whether you use it or not.
Alex Burns rated it it was amazing Nov 02, The level of math required is not a big deal, it is just that formulas are completely unexplained.
No trivia or quizzes yet. Both authors have published extensively, and are widely known in the mnagement for their pioneering work on risk models, portfolio optimization, and trading analysis; equity, fixed income, and international investing; and quantitative approaches to active management. Trevor rated it it was amazing May 26, Refresh and try again.
Michaud No preview available – Han rated it really liked it Jan 17, MaginnDonald L. Andrew Bartels rated it it was amazing Apr 04, Karen Ma rated gginold it was amazing Jul 13, I would keep it on my shelf for future reference. This article is also available for rental through DeepDyve. Dec 01, Shauntelle James rated it it was amazing. Email alerts New issue alert.
Active Portfolio Management by Kahn, Richard Grinold; Ronald
The level of math required is not a big deal, it is just that formul I read this book because it was recommended for Coursera course: Sign in via your Institution Sign in. If you’re interested in serious m If you’re an investing professional, you should already actlve about this book, whether you use it or not. Want to Read Currently Reading Read. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark.
Even though the book is full of financial theory the approach is practical. It was my first book on Portfolio Management, although it has very good ratings on goodreads and amazon, I surprisingly found this book rather obscure and not-easy-to-follow.
Active Portfolio Management
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. Yet, over the years I find myself returning to the key concepts of the book over and over again.
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. To purchase short term access, please sign in to your Oxford Academic account above.