Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Ronald N. Kahn"'
Publikováno v:
The Journal of Portfolio Management. 43:13-23
Investors have long built portfolios diversified across managers and have long applied mean–variance analysis to allocate to managers. This classic approach has at least three challenges. First, and most important, it concentrates risk in generic i
Autor:
Martin S. Fridson, Theodore R. Aronson, Nelson Lacey, Bud Haslett, Thomas M. Idzorek, Ying L. Becker, Ronald N. Kahn, Donald R. Chambers, James X. Xiong, Joanne M. Hill, Paul D. Kaplan, Joachim Klement, Laurence B. Siegel, Paul Smith, Roger G. Ibbotson, Marc R. Reinganum, Michael Greis, Elke U. Weber, Mauro Costa Miranda, Momtchil Pojarliev, Keith H. Black
Publikováno v:
SSRN Electronic Journal.
[The Research Foundation Review 2018 summarizes the offerings from the CFA Institute Research Foundation over the past year—books, literature reviews, workshop presentations, and other relevant material.
Autor:
Richard C. Grinold, Ronald N. Kahn
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
Autor:
Michael L. Lemmon, Ronald N. Kahn
Publikováno v:
Financial Analysts Journal. 72:15-20
Smart beta products are a disruptive financial innovation with the potential to significantly affect the business of traditional active management. They provide an important component of active management via simple, transparent, rules-based portfoli
Autor:
Ronald N. Kahn
Publikováno v:
SSRN Electronic Journal.
Autor:
Ronald N. Kahn, Michael L. Lemmon
Publikováno v:
The Journal of Portfolio Management. 41:76-83
Smart-beta products have captured the interest of investors. But where do they fit in their portfolios? The typical investor, who currently owns active and index products, should own active, index, and smart-beta products. This article introduces a f
Autor:
Stephen Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh, Peter Nystrup, Jan Speth
Multi-Period Trading via Convex Optimization considers a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. It describes a framework for single-period optimization, where the trades in each perio
Autor:
Ronald N. Kahn, Richard C. Grinold
Publikováno v:
The Journal of Portfolio Management. 38:18-28
The information ratio determines the potential of an investment process to add value, and according to the fundamental law of active management, adding value depends on a combination of skill and breadth. Grinold and Kahn use an equilibrium dynamic m
Autor:
Richard C. Grinold, Ronald N. Kahn
Publikováno v:
Modern Portfolio Management. :297-321