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

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. With respect to return to risk efficiency, the concept of passive investing fares no better when applied through cap-weighted indices. Aug 2, 2012 - LSV Asset Management (LSV) is a mostly employee owned firm with an AUM of just under sixty billion dollars. 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. May 29, 2013 - DE is based on the concept of producing a new solution by combining three existing solutions. 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. Kahn (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. The new solution Active Portfolio Management: A Quantitative Approach for Providing Superior Returns and Controlling Risk. Nov 12, 2012 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk 2nd Edition PDF Download Ebook. May 4, 2013 - Grinold, Richard C. Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors.