Mon premier blog

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
Publisher: McGraw-Hill
ISBN: 0070248826, 9780070248823
Page: 621
Format: pdf

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. Active management against a benchmark is a zero-sum game, with wealth often just transferred across investors. Apr 18, 2014 - Will you emphasize risk control or return maximization as the primary route to success (or do you think it's possible to achieve both simultaneously)? Nov 12, 2012 - Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk 2nd Edition PDF Download Ebook. Does the integration of such additional analysis offer a richer and more comprehensive understanding of risk- adjusted returns? 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. 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. 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. Jun 26, 2013 - risk is climate change. 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.