Advances in Active Portfolio Management: New Developments in Quantitative Investing

Title: Advances in Active Portfolio Management: New Developments in Quantitative Investing
Author: Richard C. Grinold, Ronald N. Kahn
ISBN: 1260453715 / 978126045371
Format: Hard Cover
Pages: 640
Publisher: McGraw-Hill
Year: 2019
Availability: Send us an Email (info@standardsmedia.com) for more details

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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.

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Chapter 1 : Introduction: Advances in Active Portfolio Management 
Chapter 2 : Introduction to the Recap of Active Portfolio Management Section 
Chapter 3 : Seven Insights into Active Management
Chapter 4 : A Retrospective Look at the Fundamental Law of Active Management
Chapter 5 : Breadth, Skill, and Time
Chapter 6 : Introduction to the Dynamic Portfolio Management Section
Chapter 7 : Implementation Efficiency
Chapter 8 : Dynamic Portfolio Analysis
Chapter 9 : Signal Weighting
Chapter 10 : Linear Trading Rules for Portfolio Management
Chapter 11 : Nonlinear Trading Rules for Portfolio Management
Chapter 12 : Introduction to the Portfolio Analysis and Attribution Section
Chapter 13 : Attribution
Chapter 14 : The Description of Portfolios
Chapter 15 : Introduction to “A Supply Model of the Equity Premium”
Chapter 16 : A Supply Model of the Equity Premium
Chapter 17 : Introduction to “Is Beta Dead Again?”
Chapter 18 : Is Beta Dead Again?
Chapter 19 : Introduction to “Are Benchmark Portfolios Efficient?”
Chapter 20 : Are Benchmark Portfolios Efficient?
Chapter 21 : Introduction to the Smart Beta Section
Chapter 22 : Who Should Buy Smart Beta?
Chapter 23 : Smart Beta: The Owner’s Manual
Chapter 24 : Smart Beta Illustrated
Chapter 25 : The Asset Manager’s Dilemma
Chapter 26 : Introduction to the Risk Section
Chapter 27 : Heat, Light, and Downside Risk
Chapter 28 : Introduction to the Portfolio Construction Section
Chapter 29 : Optimal Gearing
Chapter 30 : The Dangers of Diversification
Chapter 31 : The Surprisingly Small Impact of Asset Growth on Expected Alpha
Chapter 32 : Mean-Variance and Scenario-Based Approaches to Portfolio Selection
Chapter 33 : Five Myths About Fees
Chapter 34 : Introduction to the Extras Section
Chapter 35 : Presentations upon Receiving the James R. Vertin Award
Chapter 36 : What Investors Can Learn from a Very Alternative Market
Chapter 37 : UCLA Master of Financial Engineering Commencement Address 
Chapter 38 : Advances in Active Portfolio Management Conclusions