Advances in Active Portfolio Management: Applying Economics, Econometrics, and Operations Research for Superior Profits, Kahn Ronald N., Grinold Richard C.

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 Kahns legendary approach to meet current challenges. Composed of articles published in todays leading management publications--including several that won Journal of Portfolio Managements 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 todays investing landscape, the book is organized into three sections: the fundamentals of successful active management, advancing the authors framework, and applying the framework in todays 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. Its the one-stop resource you need to succeed in the world of investing today.