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

The new solution Active Portfolio Management: A Quantitative Approach for Providing Superior Returns and Controlling Risk. For that view, based on the fundamental law of active management, as outlined in Grinold and Kahn's book Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Mar 7, 2012 - I was very impressed after using Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk . Kahn (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. May 4, 2013 - Grinold, Richard C. Oct 13, 2013 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk download pdf book by Richard Grinold, Ronald Kahn. 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. May 29, 2013 - DE is based on the concept of producing a new solution by combining three existing solutions. Aug 2, 2012 - LSV Asset Management (LSV) is a mostly employee owned firm with an AUM of just under sixty billion dollars.