Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk book
Par robinson carmen le mardi, mai 30 2017, 02:11 - Lien permanent
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk by Richard Grinold, Ronald Kahn
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk Richard Grinold, Ronald Kahn ebook
Page: 621
ISBN: 0070248826, 9780070248823
Publisher: McGraw-Hill
Format: pdf
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. Our understanding of company, industry, asset, portfolio and fund risk? 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. Is our approach to investing contributing to. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Jun 26, 2013 - risk is climate change. Apr 7, 2013 - Overall Rating (based on real customer reviews): 3.7 out of 5 stars 3.7 out of 5 stars. Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. 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. Apr 3, 2014 - Richard Grinold, Ronald Kahn, "Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk" English | ISBN: 0070248826 | 1999 | EPUB | 596 pages | 27,6 MB. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns? 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.