Corpus ID: 153107814

Active portfolio management : a quantitative approach for providing superior returns and controlling risk

@inproceedings{Grinold2000ActivePM,
  title={Active portfolio management : a quantitative approach for providing superior returns and controlling risk},
  author={Richard C. Grinold and R. N. Kahn},
  year={2000}
}
  • Richard C. Grinold, R. N. Kahn
  • Published 2000
  • Economics
  • Introduction. Part I: Foundations. Consensus Expected Returns: The Capital Asset Pricing Model. Risk. Exceptional Return, Benchmarks, and Value Added. Residual Risk and Return: The Information Ratio. The Fundamental Law of Active Management. Part II: Expected Returns and Valuation. Expected Returns and the Arbitrage Pricing Theory. Valuation in Theory. Valuation in Practice. Part III: Information Processing. Forecasting Basics. Advanced Forecasting. Information Analysis. The Information Horizon… CONTINUE READING
    288 Citations

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