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 | 389 | 1995 |
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 | 179 | 2017 |
The efficiency gains of long–short investing RC Grinold, RN Kahn Financial Analysts Journal 56 (6), 40-53, 2000 | 105 | 2000 |
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 | 77 | 2016 |
Information analysis RC Grinold, RN Kahn Journal of Portfolio Management 18 (3), 14-21, 1992 | 61 | 1992 |
Smart beta: The owner's manual RN Kahn, M Lemmon Journal of Portfolio Management 41 (2), 76, 2015 | 47 | 2015 |
The future of investment management RN Kahn CFA Institute Research Foundation, 2018 | 42 | 2018 |
Just say no? The investment implications of tobacco divestiture RN Kahn, C Lekander, T Leimkuhler The journal of investing 6 (4), 62-70, 1997 | 40 | 1997 |
Convexity and exceptional return RN Kahn, R Lochoff Journal of portfolio management 16 (2), 43-47, 1990 | 34 | 1990 |
Fixed income risk modelling R Kahn The Handbook of Fixed Income Securities, Third edition, edited by F. Fabozzi …, 1991 | 31 | 1991 |
Three steps to global asset allocation RN Kahn, J Roulet, S Tajbakhsh Journal of Portfolio Management 23 (1), 23, 1996 | 26 | 1996 |
Bond performance analysis: A multi-factor approach RN Kahn Journal of Portfolio Management 18 (1), 40, 1991 | 23 | 1991 |
Active portfolio management R Kahn, R Grinold A Quantitative Approach for Providing Superior Returns and Controlling Risk, 1999 | 22 | 1999 |
Multiple-factor models for portfolio risk R Grinold, RN Kahn A practitioner's guide to factor models, 59-85, 1994 | 22 | 1994 |
Advances in active portfolio management: new developments in quantitative investing R Grinold, R Kahn McGraw-Hill, 2020 | 20 | 2020 |
Optimal gearing S Johnson, RN Kahn, D Petrich Journal of Portfolio Management 33 (4), 10, 2007 | 20 | 2007 |
The dangers of diversification: Managing multiple manager portfolios G Garvey, RN Kahn, R Savi Journal of Portfolio Management 43 (2), 13, 2017 | 18 | 2017 |
What Practitioners Need to Know… About t-Tests B Hagin Financial Analysts Journal 46 (3), 17-20, 1990 | 18 | 1990 |
The surprisingly small impact of asset growth on expected alpha RN Kahn, JS Shaffer Journal of Portfolio Management 32 (1), 49, 2005 | 17 | 2005 |