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Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk by Richard Grinold, Ronald Kahn

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk Richard Grinold, Ronald Kahn ebook
Format: pdf
Page: 621
ISBN: 0070248826, 9780070248823
Publisher: McGraw-Hill

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. Jun 26, 2013 - risk is climate change. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Is our approach to investing contributing to. 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. Apr 7, 2013 - Overall Rating (based on real customer reviews): 3.7 out of 5 stars 3.7 out of 5 stars. 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? 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 25, 2013 - Sunday, 24 March 2013 at 15:46. 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. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns?