Active Portfolio Management (Grinold & Kahn)

The bible of quantitative portfolio management. Introduces the fundamental law of active management and alpha frameworks.

Advances in Active Portfolio Management

This text provides tools for active portfolio management, intended for portfolio managers, financial advisers, and individual investors. It serves as a follow-up to the authors' previous work on active management and details how to apply the Grinold and Kahn framework to current market challenges.

Core Research and Insights

The book is a collection of articles from management publications, including award-winning research from the Journal of Portfolio Management. It provides data and analysis on the following technical areas: