Active Portfolio Management

Author: Richard Grinold
Edition: 2
Publisher: McGraw-Hill
Binding: Hardcover
ISBN: 0070248826
Price:
You Save: 47%

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals.Active Portfolio Management review.

-William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management.

"Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and KahnRead full reviews of Active Portfolio Management: A Quantitative Approach for [ebook].

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Categories: Portfolio management->Mathematical models. Contributors: Richard Grinold - Author. Format: Hardcover

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"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals."-William E. Jacques,

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author richard c grinold author ronald n kahn format hardback language english publication year 26 10 1999 series mcgraw hill library of investment finance subject management business economics industry subject 2 finance accounting title active portfolio management a quantitative approach for producing superior returns and selecting superior returns and controlling risk author richard c grinold ronald n kahn publisher mcgraw hill publication date nov 01 1999 pages 596 binding hardcover edition 2

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payment | shipping rates | returns We accept only PayPal for eBay orders Active Portfolio Management: Quantitative Theory and Applications BookBuyers SKU: mon0000824161 Product Category :Books ISBN :1557388245 Title :Active Portfolio Management: Quantitative Theory and Applications EAN :9781557388247 Authors :Richard C. Grinold, Ronald N. Kahn Binding :Hardcover Publisher :Probus Pub Co Publication Date :1995-01 Pages :350 Signed :True First Edition :False Dust Jacket :False List Price (MSRP) :

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Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk

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Active Portfolio Management Reviews

-William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management.

"Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn."

-Scott Stewart, Portfolio Manager, Fidelity Select Equity ® Discipline

Co-Manager, Fidelity Freedom ® Funds.

"This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management."

-Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management.

Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. 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. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.