Notes: Active Portfolio Management. By Zhipeng Yan. Active Portfolio Management. By Richard C. Grinold and Ronald N. Kahn. Part I Foundations. Active Portfolio Management has 86 ratings and 7 reviews. Richard Grinold and Ronald Kahn, today retired and at BlackRock respectively, share a history in . Active Portfolio Management: A Quantitative Approach to Providing Richard C. Grinold. and. Ronald N. Kahn. New York.: McGraw-Hill.

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Gregory Connor; Active Portfolio Management: This unusual book is not intended chiefly as a textbook for investment courses.

The book’s principal target audience is quantitatively inclined investment management professionals with some masters-level knowledge of finance.

However, it could make an excellent textbook for a second-year MBA course in quantitative portfolio management; the authors mention this as a possible use of the book.


The payoff would be a class full of students who could not complain that the course was not practically relevant. Alternatively, the book could play a valuable supporting role in an investments course as optional outside reading. In this book the authors nearly describe how Most users should sign in with their email address. If you originally registered with a username please use that to mznagement in.

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Active Portfolio Management by Kahn, Richard Grinold; Ronald

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Active Portfolio Management

Purchase Subscription prices and ordering Short-term Access To purchase short term access, please sign in to your Oxford Academic account above. This article is also available for rental through DeepDyve. Email alerts New issue alert. Receive exclusive offers and updates from Oxford Academic. Related articles in Google Scholar. Citing articles via Google Scholar. Measuring Tail Risks at High Frequency. Shock Propagation and Banking Structure. Consumption Taxes and Corporate Investment.