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Ronald N. Kahn
Ronald N. Kahn
BlackRock and Haas School of Business, University of California, Berkeley
E-mail confirmado em blackrock.com
Título
Citado por
Citado por
Ano
Active portfolio management
RC Grinold, RN Kahn
McGraw Hill, 2000
19372000
Does historical performance predict future performance?
RN Kahn, A Rudd
Financial analysts journal 51 (6), 43-52, 1995
3731995
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
1782017
The efficiency gains of long–short investing
RC Grinold, RN Kahn
Financial Analysts Journal 56 (6), 40-53, 2000
1022000
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
792016
Information analysis
RC Grinold, RN Kahn
Journal of Portfolio Management 18 (3), 14-21, 1992
591992
Smart beta: The owner's manual
RN Kahn, M Lemmon
Journal of Portfolio Management 41 (2), 76, 2015
442015
The future of investment management
RN Kahn
CFA Institute Research Foundation, 2018
432018
Convexity and exceptional return
RN Kahn, R Lochoff
Streetwise: The Best of the Journal of Portfolio Management, 260, 1998
341998
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
241996
Bond performance analysis: A multi-factor approach
RN Kahn
Journal of Portfolio Management 18 (1), 40, 1991
241991
Multiple-factor models for portfolio risk
R Grinold, RN Kahn
A practitioner's guide to factor models, 59-85, 1994
221994
Active portfolio management
R Kahn, R Grinold
A Quantitative Approach for Providing Superior Returns and Controlling Risk, 1999
211999
The dangers of diversification: Managing multiple manager portfolios
G Garvey, RN Kahn, R Savi
Journal of Portfolio Management 43 (2), 13, 2017
202017
Advances in active portfolio management: new developments in quantitative investing
R Grinold, R Kahn
McGraw-Hill, 2020
192020
Optimal gearing
S Johnson, RN Kahn, D Petrich
Journal of Portfolio Management 33 (4), 10, 2007
192007
Five myths about fees
RN Kahn, MH Scanlan, LB Siegel
The Journal of Portfolio Management 32 (3), 56-64, 2006
182006
Risk and return in the Canadian bond market
RN Kahn, D Gulrajani
Journal of portfolio management 19, 86-86, 1993
171993
What Practitioners Need to Know… About t-Tests
B Hagin
Financial Analysts Journal 46 (3), 17-20, 1990
171990
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