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

May 4, 2013 - Grinold, Richard C. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns? Is our approach to investing contributing to. 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. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Kahn (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Active Portfolio Management: A Quantitative Approach for Producing 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. 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. Mar 7, 2012 - I was very impressed after using Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk . Mar 19, 2010 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. 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 management against a benchmark is a zero-sum game, with wealth often just transferred across investors. Our understanding of company, industry, asset, portfolio and fund risk? Jun 26, 2013 - risk is climate change.