Book Description:
“Explore the latest in quantitative investing with ‘Advances in Active Portfolio Management’ by Grinold & Kahn. A must-read for investment pros and academics interested in portfolio optimization, risk management, and cutting-edge strategies.”
Advances in Active Portfolio Management: New Developments in Quantitative Investing
- Title: Advances in Active Portfolio Management: New Developments in Quantitative Investing
- Authors: Richard Grinold, Ronald Kahn
- ISBN: 978-1260453713
- Publisher: Frank J. Fabozzi Series
- Language: English
- Page Numbers: Approximately 600 pages
Advances in Active Portfolio Management: New Developments in Quantitative Investing provides a comprehensive exploration into the evolving field of quantitative investing, specifically focusing on active portfolio management. Authored by renowned experts Richard Grinold and Ronald Kahn, this book is a pivotal resource for both academic scholars and investment professionals.
The text is systematically divided into three main sections: foundational concepts of active portfolio management including portfolio optimization and risk management, advanced topics such as factor models and the application of machine learning, and an in-depth look at various active management strategies like stock picking and momentum investing. This structured approach ensures readers gain a detailed understanding of both the fundamental and complex aspects of quantitative investing.
As a definitive guide in its field, Advances in Active Portfolio Management not only delves into contemporary investment strategies and technological advancements but also addresses the practical challenges and opportunities that come with applying these methods in real-world scenarios. This book is an indispensable tool for anyone keen to stay at the forefront of investment management technology.