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Ronald N. Kahn
Ronald N. Kahn
BlackRock and Haas School of Business, University of California, Berkeley
Verified email at blackrock.com
Title
Cited by
Cited by
Year
Active portfolio management
RC Grinold, RN Kahn
McGraw Hill, 2000
2033*2000
Does historical performance predict future performance?
RN Kahn, A Rudd
Financial analysts journal 51 (6), 43-52, 1995
3861995
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
1492017
The efficiency gains of long–short investing
RC Grinold, RN Kahn
Financial Analysts Journal 56 (6), 40-53, 2000
1072000
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
762016
Information analysis
RC Grinold, RN Kahn
Journal of Portfolio Management 18 (3), 14-21, 1992
601992
Smart beta: The owner's manual
RN Kahn, M Lemmon
Journal of Portfolio Management 41 (2), 76, 2015
422015
Just say no? The investment implications of tobacco divestiture
RN Kahn, C Lekander, T Leimkuhler
The journal of investing 6 (4), 62-70, 1997
391997
The future of investment management
RN Kahn
CFA Institute Research Foundation, 2018
342018
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
261996
Bond performance analysis: A multi-factor approach
RN Kahn
Journal of Portfolio Management 18 (1), 40, 1991
221991
Multiple-factor models for portfolio risk
R Grinold, RN Kahn
A practitioner's guide to factor models, 59-85, 1994
211994
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
Active portfolio management
R Kahn, R Grinold
A Quantitative Approach for Providing Superior Returns and Controlling Risk, 1999
181999
Bond managers need to take more risk
RN Kahn
Journal of Portfolio Management 24 (3), 70, 1998
181998
Risk and return in the Canadian bond market
RN Kahn, D Gulrajani
Journal of portfolio management 19, 86-86, 1993
181993
The dangers of diversification: managing multiple manager portfolios
G Garvey, RN Kahn, R Savi
Journal of Portfolio Management 43 (2), 13, 2017
172017
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Articles 1–20