Advances in Active Portfolio Management: New Developments in Quantitative Investing

Grinold, Richard C.; Kahn, Ronald N.

ISBN 10: 1260453715 / ISBN 13: 9781260453713

Published by McGraw-Hill Education, 2020

About this Item

New Book. Shipped from UK. Established seller since 2000.

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Bibliographic Details

• Title: Advances in Active Portfolio Management: New Developments in Quantitative Investing
• Publisher: McGraw-Hill Education
• Publication Date: 2020
• Language: English
• ISBN 10: 1260453715
• ISBN 13: 9781260453713
• Binding: HRD
• Condition: New
• Weight: 1017 grams

About this title

Synopsis

From the leading authorities in their field―the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management


Whether you’re a portfolio manager, financial adviser, or investing novice, this important follow-up to the classic guide to active portfolio management delivers everything you need to beat the market at every turn.  

Advances in Active Portfolio Management gets you fully up to date on the issues, trends, and challenges in the world of active management―and shows how to apply advances in the Grinold and Kahn’s legendary approach to meet current challenges. Composed of articles published in today’s leading management publications―including several that won Journal of Portfolio Management’s prestigious Bernstein Fabozzi/Jacobs Levy Award―this comprehensive guide is filled with new insights into:
 
• Dynamic Portfolio Management
• Signal Weighting
• Implementation Efficiency 
• Holdings-based attribution
• Expected returns
• Risk management
• Portfolio construction
• Fees     

Providing everything you need to master active portfolio management in today’s investing landscape, the book is organized into three sections: the fundamentals of successful active management, advancing the authors’ framework, and applying the framework in today’s investing landscape. 

The culmination of many decades of investing experience and research, Advances in Active Portfolio Management makes complex issues easy to understand and put into practice. It’s the one-stop resource you need to succeed in the world of investing today.

About the Authors

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Richard C. Grinold, Ph.D., was Managing Director and the Global Director of Research at Barclays Global Investors from 1994 until December 2009. He spent 14 years at BARRA, where he served as Director of Research, Executive Vice President, and President, and 20 years at the School of Business Administration at the University of California, Berkeley, where he served as the chairman of the finance faculty, the chairman of the management science faculty, and the director of the Berkeley Program in Finance.


Ronald N. Kahn, Ph.D., is Managing Director and Global Head of Systematic Equity Research at BlackRock. Previously, he was Global Head of Equity Research at Barclays Global Investors and before that spent 11 years at BARRA, most of that as Director of Research.