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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Active Portfolio Management, Second Editionnow sets the bar even higher.
There’s three basic categories of quants. Grinold spent 14 years at BARRA, where he served as Director of Research, Executive Vice President, and President; and 20 years on the portfolo at the School of Business Administration at the University of California, Managemenf, where he served as the chairman of the finance faculty, chairman of the management science faculty, and director of the Berkeley Program in Finance.
Customers who viewed this item also viewed. The book certainly covers some of the details and models used in money management tasks.
Han rated it really liked it Jan 17, The topic at hand is the generation of risk adjusted relative avtive. 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.
I read this book because it was recommended for Coursera course: Got a trading problem?
Shopbop Designer Fashion Brands. 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. A good introductory book about quantitative portfolio managenent which is also mathematically rigorous.
He is on the editorial advisory board of the Journal of Portfolio Management and the Journal of Investment Consulting.
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There’s a problem loading this menu right now. For example, where the Greek letter sigma is used in the text, the Kindle would replace it with some Latin letters such as “s” or even an “o”. Its a good book not as advanced as I was looking for. When I was first introduced to this book, I figured it was more or less only for their money management zctive manual for building Barclays Index Plus funds.
Active Portfolio Management by Kahn, Richard Grinold; Ronald
My first impression of the kindle version is negative because it doesn’t have a indexed table of contents. Every risk manager and trader in the business needs this book.
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My library Help Advanced Book Search. I would recommend this book to anyone who is curious about scientific and investment theories. The concept of breadth emphasizes the negative secondary effects that come with placing limits on an investment process with an edge.
Portfo,io read his books, I really respect his opinion.
Huanzhou rated it it was ok Oct 30, Try the Kindle edition and experience these great reading features: I’ve found “Quantitative Manayement Portfolio Management: Excellent book for whom is looking for a practical approach that at the same time is presented through a rigorous mathematical methodology.
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Active Portfolio Management
Tapas Neogi rated it really liked it Mar 16, Please try again later. I heartily recommend this book to any practitioner who wants to refine his or her knowledge of state-of-the-art quantitative money management or who would like a straightforward reference to quickly answer those thorny theoretical questions that hit us now and again.
Richard Activd and Ronald Kahn, today retired and at BlackRock respectively, share a history in academia, at BARRA and above all at the quant behemoth Barclays Global Investors where they both held leading positio Academic financial text books have, to a large extent, focused on beta and the so called efficient market.