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Ronald N. Kahn
Ronald N. Kahn
BlackRock and Haas School of Business, University of California, Berkeley
Verificeret mail på blackrock.com
Titel
Citeret af
Citeret af
År
Active portfolio management
RC Grinold, RN Kahn
McGraw Hill, 2000
2105*2000
Does historical performance predict future performance?
RN Kahn, A Rudd
Financial analysts journal 51 (6), 43-52, 1995
3891995
Multi-period trading via convex optimization
S Boyd, E Busseti, S Diamond, RN Kahn, K Koh, P Nystrup, J Speth
Foundations and Trends® in Optimization 3 (1), 1-76, 2017
1792017
The efficiency gains of long–short investing
RC Grinold, RN Kahn
Financial Analysts Journal 56 (6), 40-53, 2000
1052000
The asset manager’s dilemma: How smart beta is disrupting the investment management industry
RN Kahn, M Lemmon
Financial Analysts Journal 72 (1), 15-20, 2016
772016
Information analysis
RC Grinold, RN Kahn
Journal of Portfolio Management 18 (3), 14-21, 1992
611992
Smart beta: The owner's manual
RN Kahn, M Lemmon
Journal of Portfolio Management 41 (2), 76, 2015
472015
The future of investment management
RN Kahn
CFA Institute Research Foundation, 2018
422018
Just say no? The investment implications of tobacco divestiture
RN Kahn, C Lekander, T Leimkuhler
The journal of investing 6 (4), 62-70, 1997
401997
Convexity and exceptional return
RN Kahn, R Lochoff
Journal of portfolio management 16 (2), 43-47, 1990
341990
Fixed income risk modelling
R Kahn
The Handbook of Fixed Income Securities, Third edition, edited by F. Fabozzi …, 1991
311991
Three steps to global asset allocation
RN Kahn, J Roulet, S Tajbakhsh
Journal of Portfolio Management 23 (1), 23, 1996
261996
Bond performance analysis: A multi-factor approach
RN Kahn
Journal of Portfolio Management 18 (1), 40, 1991
231991
Active portfolio management
R Kahn, R Grinold
A Quantitative Approach for Providing Superior Returns and Controlling Risk, 1999
221999
Multiple-factor models for portfolio risk
R Grinold, RN Kahn
A practitioner's guide to factor models, 59-85, 1994
221994
Advances in active portfolio management: new developments in quantitative investing
R Grinold, R Kahn
McGraw-Hill, 2020
202020
Optimal gearing
S Johnson, RN Kahn, D Petrich
Journal of Portfolio Management 33 (4), 10, 2007
202007
The dangers of diversification: Managing multiple manager portfolios
G Garvey, RN Kahn, R Savi
Journal of Portfolio Management 43 (2), 13, 2017
182017
What Practitioners Need to Know… About t-Tests
B Hagin
Financial Analysts Journal 46 (3), 17-20, 1990
181990
The surprisingly small impact of asset growth on expected alpha
RN Kahn, JS Shaffer
Journal of Portfolio Management 32 (1), 49, 2005
172005
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Artikler 1–20