Mon premier blog

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

Mar 19, 2010 - 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. 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 . Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. Aug 2, 2012 - LSV Asset Management (LSV) is a mostly employee owned firm with an AUM of just under sixty billion dollars. Nov 12, 2012 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk 2nd Edition PDF Download Ebook. Jun 25, 2011 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk Author: 103482 Richard Grinold Publisher: McGraw-Hill Pages: 596. 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. Apr 18, 2014 - Will you emphasize risk control or return maximization as the primary route to success (or do you think it's possible to achieve both simultaneously)? With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices.