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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This additive value kahj further breadth requires investment opportunities to be totally uncorrelated this favours an eclectic investment style. Pinto No preview available – TuttleDennis W.

Daniel Walker rated it really liked it Oct 05, Sign In or Create an Account. MichaudRobert O. To purchase managemnet term access, please sign in to your Oxford Academic account above.

Tapas Neogi rated it really liked it Mar 16, It states that there are two sources of oportunities to increase the information ratio. Alternatively, the book could play a valuable supporting role in an investments course as optional outside reading. Shock Propagation and Banking Grinolv. Open Preview See a Problem? This unusual book is not intended managemenf 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.

This is the best book I studied so far in Portfolio Managment. Academic financial text books have, actkve a large extent, focused on beta and the so called efficient market. Want to Read Currently Reading Read.

It grimold more like an encyclopedia, and not an easy reading for business people: I refer to it weekly at work. To increase the IR from 0,5 to 1,0 one would need to double skill, increase breadth by a factor of four or some combination of the two.

Active Portfolio Management

Nicholas rated it grinodl was amazing Jan 02, Dec 01, Shauntelle James rated it it was amazing. Apart from the jumbling numbers, for someone with insight into the issue, the book is easy to read.

Ronald Kahn, the author of the book. Often the asset management process focuses excessively on the quality of bets versus the quantity. 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: Matthew Tuxford rated it it was ok Oct 16, 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.


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Jason P rated it it was amazing Apr 07, Sign in via your Institution Sign in. A reference classic, and surprisingly well written. Sign In Forgot password? Kevin rated it did not like it Jul 02, Most users should sign in protfolio their email address.

Active Portfolio Management by Kahn, Richard Grinold; Ronald

You could not be signed in. Account Options Sign managsment. However it does provide everything you need to know to construct, backtest, and evaluate your portfolio. This book communicates the background of investment extremely well. Ana Mizo rated it it was amazing Apr 22, However, it could make an excellent textbook for a second-year MBA course in quantitative portfolio management; the authors mention this as a possible use of the book.