Notes: Active Portfolio Management. By Zhipeng Yan. Active Portfolio Management. By Richard C. Grinold and Ronald N. Kahn. Part I Foundations. Active Portfolio Management has 86 ratings and 7 reviews. Richard Grinold and Ronald Kahn, today retired and at BlackRock respectively, share a history in . Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn.” -Scott Stewart, Portfolio Manager.

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Active Portfolio Management is an outstanding treatise on the methods and techniques of measuring performance and risk control that is both rigorous and understandable.

Active Portfolio Management by Kahn, Richard Grinold; Ronald

Alexa Actionable Analytics for the Web. No trivia or quizzes yet. An introduction to direct access trading strategies. Limiting yourself to being long only lowers IR. Acive person found this helpful. Secondly, the Equations are stored as tiny images. Top Reviews Most portfloio Top Reviews. To ask other readers questions about Active Portfolio Managementplease sign up.

My library Help Advanced Book Search. They write a book which generalizes well to all fields involving information under uncertainty.

Andrew Bartels rated it it was amazing Apr 04, For example, where the Greek letter sigma is used in the text, the Kindle would replace it with some Latin letters such as “s” or even an “o”.


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Active Portfolio Management

Please see Timothy Falcon Crack’s response to my review. When I was first introduced to this book, I figured it was more or less only for their money management businessa manual for building Barclays Index Plus funds.

Don’t have a Kindle? It states that there are two sources of oportunities to increase the information ratio. They write a book which generalizes well to all fields involving information under uncertainty. English Choose a language xctive shopping. The concept of breadth emphasizes the negative secondary effects that come with placing limits on an investment process with an edge.

The book is not an easy read, but I don’t think that’s because the subject is inherently hard. Oct 21, Victor rated potrfolio did not like it Shelves: Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities.

Personally, I would have liked a little more meat on non-parametric statistics, maybe some overarching Bayesian framework and some ideas on backtesting, a la bootstrap resampling, but it would probably change the tenor of the book and reduce its utility for what managemeent do at work. There is a substantial expansion in both depth and breadth on the original.


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Since the book is so well rated by many other readers, I guess this is not an introductory course for first-timers. AmazonGlobal Ship Orders Internationally. Share your thoughts with other customers.

I would keep it on my shelf for future reference.

Bill rated it really liked it Sep 14, Compartilhe seus pensamentos com outros clientes. Nsagarajan rated it really liked it Dec 28, Richard GrinoldRonald Kahn. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in Yes, you actually do need some calculus and linear algebra to read the book.

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