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Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk Hardcover – 26 Oct 1999

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Product details

  • Hardcover: 624 pages
  • Publisher: McGraw-Hill Education - Europe; 2 ed edition (26 October 1999)
  • Language: English
  • ISBN-10: 0070248826
  • ISBN-13: 978-0070248823
  • Product Dimensions: 16.3 x 3.8 x 23.6 cm
  • Boxed-product Weight: 885 g
  • Average Customer Review: Be the first to review this item
  • Amazon Bestsellers Rank: 32,905 in Books (See Top 100 in Books)

Product description

From the Back Cover

An Innovative Approach to Portfolio Management. Blending the Most Profitable Aspects of Analytical and Quantitative.

Professional acclaim for Active Portfolio Management, 2nd edition. "Active Portfolio Management is a unique reference for understanding the source of value-added by a money manager. I am an enthusiastic supporter of the methodology used in the book, and I highly recommend it to both the professional and academic communities."

-Professor William N. Goetzmann, Director, International Center for Finance, Yale University School of Management.

"This 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 ® Discipline, Co-Manager, Fidelity Freedom ® 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.

"Active Portfolio Management, Second Edition, remains a readable yet theoretically and mathematically rigorous book that one would expect from two such distinguished authors. I heartily recommend this book to any practitioner who wants to refine his or her knowledge of state-of-the-art quantitative money management or who would like a straightforward reference to quickly answer those thorny theoretical questions that hit us now and again."

-Michael Even, Managing Director and Chief of Global Quantitative Analysis, Citibank Global Asset Management.

"A more comprehensive examination of quantitative techniques for portfolio management would be hard to find.Active Portfolio Management is an outstanding treatise on the methods and techniques of measuring performance and risk control that is both rigorous and understandable."

-Jon A. Christopherson, Research Fellow, Frank Russell Company.

About the Author

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

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Amazon.com: 3.1 out of 5 stars 19 reviews
Edwin Yu
3.0 out of 5 starsNot sure how helpful
25 August 2018 - Published on Amazon.com
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Scott C. Locklin
5.0 out of 5 starsMy favorite book on portfolio theory
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67 people found this helpful.
William A Ward Jr
3.0 out of 5 starsThree Stars
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Pablo Sandler
5.0 out of 5 starsPractical approach and mathematically rigorous at the same time
1 February 2006 - Published on Amazon.com
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12 people found this helpful.
Vivek Sharma
1.0 out of 5 starsDon't buy the Kindle version
20 September 2014 - Published on Amazon.com
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7 people found this helpful.