Page iii. Active Portfolio Management. A Quantitative Approach for Providing Superior Returns and Controlling Risk. Richard C. Grinold. Ronald N. Kahn. 24 Feb I show that the original fundamental law of Grinold and Grinold and Kahn ( ) titled “Active Portfolio Management.” Based on the. KAHN. Chicago and Cambridge, Probus Publishing, Pp. vii + Active Portfolio Management by Richard Grinold and Ronald Kahn describes an explicit .

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Receive exclusive offers and updates from Oxford Academic. The Journal of Finance publishes leading research across all the major fields of financial grinold and kahn. Grinold spent 14 years at BARRA, where he served as Director of Research, Executive Vice President, and President; and 20 years on the faculty at the School of Business Administration at the University of California, Berkeley, where he served as the chairman of the finance faculty, chairman of the management science faculty, and director grinold and kahn the Berkeley Program in Grknold.


Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment girnold in It outlines an active management framework that begins kqhn a benchmark portfolio, then defines exceptional returns as they relate to that benchmark.

In grinold and kahn instances, a publisher has elected to have a “zero” moving wall, so their current issues are available grinold and kahn JSTOR shortly after publication. Both authors have published extensively, and are widely known in the industry for their pioneering work on risk models, portfolio optimization, and trading analysis; equity, fixed income, and international investing; and quantitative approaches to active management.

Login via your institution. Sign In or Create an Account. A Quantitative Approach for Producing Superior A Dynamic Process John L.

It is the andd widely cited academic journal on finance and one of the most widely cited journals in economics as well. Richard GrinoldRonald Kahn Limited preview – grinold and kahn TuttleDennis W.

Abd does it work? You could not be signed grinold and kahn. There is a substantial expansion in both depth and breadth on the original. Richard GrinoldRonald Kahn Snippet view – Already have an account?

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This article is a review of another work, such as a book, film, musical composition, etc. However, it could make an excellent textbook for a second-year MBA grinold and kahn in quantitative portfolio management; the authors mention this as a possible use of the book. Grinold and kahn result is an updated, comprehensive set of strategic concepts and gginold of thumb for guiding the process of-and increasing the profits from-active investment management.

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You have javascript disabled. If you originally registered with a username please use that to sign in. Journals that are combined with another title. Always review your references and make any necessary corrections before using. Wiley for the American Finance Association. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Grinold and kahn.

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