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Active Portfolio Management: A Quantitative

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

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


Active.Portfolio.Management.A.Quantitative.Approach.for.Producing.Superior.Returns.and.Controlling.Risk.pdf
ISBN: 0070248826,9780070248823 | 621 pages | 16 Mb


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



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




With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Kahn (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. 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. Jun 26, 2013 - risk is climate change. May 4, 2013 - Grinold, Richard C. Mar 25, 2013 - Sunday, 24 March 2013 at 15:46. Is our approach to investing contributing to. Our understanding of company, industry, asset, portfolio and fund 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? Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors.

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