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

Apr 7, 2013 - Overall Rating (based on real customer reviews): 3.7 out of 5 stars 3.7 out of 5 stars. Kahn (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Jan 14, 2012 - See Best Place To Buy & Save $31.99 (38%) or more on Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk [Hardcover] - Lowest Price! May 4, 2013 - Grinold, Richard C. Is our approach to investing contributing to. Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Aug 2, 2012 - LSV Asset Management (LSV) is a mostly employee owned firm with an AUM of just under sixty billion dollars. 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. 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. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns? 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. 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)? Jun 26, 2013 - risk is climate change. Mar 19, 2010 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk.