We argue that Kahn’s view is based on an interpretation of Grinold’s law that (a) fails to evaluate strategies in a portfolio context and therefore draws the wrong. Notes: Active Portfolio Management. By Zhipeng Yan. Active Portfolio Management. By Richard C. Grinold and Ronald N. Kahn. Part I Foundations. Chapter 1. Richard Grinold and Ronald Kahn, today retired and at BlackRock respectively, share a history in academia, at BARRA and above all at the quant behemoth.

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Breadth, Skill, and Time | The Journal of Portfolio Management

Shopbop Designer Fashion Brands. Decent read, not sure how helpful. Its a good book not as advanced iahn I was looking for. I would hrinold this book to anyone who is curious about scientific and investment theories. Anselmo Araujo rated it really liked it Feb 13, Professional acclaim for Active Portfolio Management, 2nd edition. There’s three basic categories of quants.

No trivia or quizzes yet. Huanzhou rated it it was ok Oct 30, Please see Timothy Falcon Crack’s response to my review. Pages with related products. If you change the font and background colour, the equations will still remain the same colour. Secondly, the Equations are stored as tiny images.


Breadth, Skill, and Time

Learn more about Amazon Prime. You may want to check it out first. Enabled Similar books to Active Portfolio Management: Marcos Lopez de Prado. Alexa Actionable Analytics for the Web. He is on the editorial advisory board of the Journal of Portfolio Management and the Journal of Investment Kzhn. Withoutabox Submit to Film Festivals.

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Having read his books, I really respect his opinion. These items are shipped from and sold by different sellers.

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Tapas Neogi rated it really liked it Mar 16, AmazonGlobal Ship Orders Internationally. Joseph L D’Anna rated it liked it Jul 28, Tweet Widget Facebook Like. Coming from a science and engineering background, I find the exposition verbose, yet lacking a ground-up derive-from-fundamentals approach.

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They don’t talk much about futures or options; this really is about equities, but if you’re trading in those other markets, you still need this book.


Page 1 of 1 Start over Page 1 of 1. Jan 12, Clare rated it it was amazing Shelves: Grinold and Kahn go much forward and grinodl the same time had managed to clearly and meticulously show the CAPM model, its limitations and the more sophisticated tools developed from it. 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.

They didn’t write a book about specific investment instances that come up. This is a remarkable quality, as the book really was, as far as I can tell, written to help out with the kinds of tasks they face at BGI.

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