"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn. ...
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"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity (R) Discipline Co-Manager, Fidelity Freedom (R) Funds. "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management." -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.
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Add this copy of Active Portfolio Management: a Quantitative Approach to cart. $71.43, good condition, Sold by ThriftBooks-Baltimore rated 4.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published by McGraw-Hill Companies.
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Very good. Dust jacket in acceptable condition. Revised edition. Minor shelf and handling wear, overall a clean solid copy with minimal signs of use. Dust jacket placed in mylar for preservation. No markings or notations. Binding is tight. Secure packaging for safe delivery.
Add this copy of Active Portfolio Management: a Quantitative Approach to cart. $74.07, good condition, Sold by Goodwill Books rated 5.0 out of 5 stars, ships from Hillsboro, OR, UNITED STATES.
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Good. Revised edition. Shelf and handling wear to cover and binding, with general signs of previous use. Wear commensurate with age and use. Former owner's name in ink on front endpaper. Annotations and underlining in pencil throughout text. Dust jacket wrapped in protective mylar sleeve. Secure packaging for safe delivery.
Add this copy of Active Portfolio Management: a Quantitative Approach to cart. $89.50, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1999 by McGraw-Hill Education.
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Add this copy of Active Portfolio Management: a Quantitative Approach to cart. $92.00, good condition, Sold by ThriftBooks-Reno rated 5.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published by McGraw-Hill Companies.
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Good. Dust jacket missing. Shelf and handling wear to cover and binding, with general signs of previous use. Tiny tear to title page. No marks to text.
Add this copy of Active Portfolio Management: a Quantitative Approach to cart. $101.00, good condition, Sold by ThriftBooks-Reno rated 5.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published by McGraw-Hill Companies.
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Good. Revised edition. Shelf and handling wear to cover and binding, with general signs of previous use. Wear commensurate with age and use. Former owner's name in ink on front inside board, otherwise clean and unmarked copy. Light bumping visible to corners of boards and ends of spine strip. Dust jacket wrapped in protective mylar sleeve. Secure packaging for safe delivery.