Ronald – Efficient Asset Management

Libro adottato a LUMSA, a.a. 2026/2027 · 1 canale

Come lo indica il docente: Active Portfolio Management A Quantitative Approach for Providing Superior Returns and Controlling Risk Richard C. Grinold, Ronald N. Kahn, SECOND EDITION http://cms.dm.uba.ar/academico/materias/2docuat2016/analisis_cuantitativo_en_finanzas/Richard%20Grinold%2C%20Ronald%20Kahn-Active%20Portfolio%20Management_%20A%20Quantitative%20Approach%20for%20Producing%20Superior%20Returns%20and%20Controlling%20Risk-McGraw-Hill%20%281999%29.pdf Richards O. Michaud (1998), Efficient Asset Management, A Practical Guide to Stock Portfolio Optimization and Asset Allocation, Harvard Business School Press, Boston, Massachusetts. Edwin J. Elton, Martin J.Gruber, Stephen J. Brown, William N. Goetzmann : MODERN PORTOFOLIO THEORY AND INVESTMENT ANALYSIS, Latest Edition, Willey Frank J. Fabozzi and Harry M. Markowitz, last Edition The Theory and practice of investment management, Whiley Finance, The Frank J. Fabozzi Series. Hull, J. Risk Management and Financial Institutions, 6th Edition, Wiley, any recent edition. Additional practice reading: SÖHNKE M. BARTRAM, JÜRGEN BRANKE, AND MEHRSHAD MOTAHARI, Last edition Artificial Intelligence in Asset Management, CFA INSTITUTE RESEARCH FOUNDATION / LITERATURE REVIEW, ISBN 978-1-952927-02-7. Andrew Metrick, Ayako Yasuda (2021), Venture Capital and the Finance of Innovation, Latest Edition Claudia Zeisberger, Michael Prahl,,Bowen White, (2017), Mastering Private Equity Transformation via Venture Capital, Minority Investments & Buyouts, Wiley.( latest edition) Michael S. Allen: BUSINESS PORTFOLIO MANAGEMENT:VALUATION, RISK ASSESSMENT AND EVA STRATEGIES Roger C. Gibson: ASSET ALLOCATION: BALANCING FINANCIAL RISK Maginn & Tuttle: Managing Investment Portfolios, 3rd Ed. 2007. Simona Mihai-Yiannaki (2015), ETFs Performance Europe - A Good Start or Not?, https://doi.org/10.1016/S2212-5671(15)01346-5 AI in Asset Management: Tools, Applications, and Frontiers — Book Explore how AI and machine learning are transforming asset management with insights from leading practitioners and CFA Institute experts. By Joseph Simonian, https://rpc.cfainstitute.org/research/foundation/2025/ai-in-asset-management-book AI Washing: Signs, Symptoms, and Suggested Solutions for Investment Stakeholders, by Joseph Simonian chrome-extension://efaidnbmnnnibpcajpcglclefindmkaj/ https://rpc.cfainstitute.org/sites/default/files/docs/research-reports/simonian_ai_washing_report_online.pdf

Chi lo adotta

• Asset Management – Prof. Simona Mihai (canale unico)Management, Finance and Data Analytics · Laurea magistrale (LM-77) · 1º anno · 2º semestre

Programma e testi di ogni canale