Advances in Active Portfolio Management: New Developments in Quantitative Investing, authored by leading authorities Richard Grinold and Ronald Kahn, offers the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management. This essential follow-up to their classic guide delivers everything a portfolio manager, financial adviser, or investing novice needs to beat the market. The book provides comprehensive updates on current issues, trends, and challenges in active management, demonstrating how to apply the renowned Grinold and Kahn approach to meet today’s demands. Featuring articles from leading management publications, including award-winning pieces from the Journal of Portfolio Management, this guide delves into critical new insights on dynamic portfolio management, signal weighting, implementation efficiency, holdings-based attribution, expected returns, risk management, portfolio construction, and fees. Organized into three sections—fundamentals of successful active management, advancing the authors’ framework, and applying the framework in today’s investing landscape—the book represents the culmination of decades of investing experience and research.

ISBN-10: 1260453715

ISBN-13: 978-1260453713

Publisher: McGraw Hill

Publication Date: December 9, 2019