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

May 4, 2013 - Grinold, Richard C. 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. Our understanding of company, industry, asset, portfolio and fund 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. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Mar 19, 2010 - 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. Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. Is our approach to investing contributing to. 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. Mar 25, 2013 - Sunday, 24 March 2013 at 15:46. Jun 26, 2013 - risk is climate change. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns?