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
1674*2000
Valuation of the components of purchased goodwill
SL Henning, BL Lewis, WH Shaw
Journal of accounting research 38 (2), 375-386, 2000
353*2000
Does historical performance predict future performance?
RN Kahn, A Rudd
Financial Analysts Journal 51 (6), 43-52, 1995
3261995
The Efficiency Gains of Long–Short Investing
RC Grinold, RN Kahn
Financial Analysts Journal 56 (6), 40-53, 2000
962000
Mean-variance and scenario-based approaches to portfolio selection
RC Grinold
The Journal of Portfolio Management 25 (2), 10-22, 1999
92*1999
Multi-period trading via convex optimization
S Boyd, E Busseti, S Diamond, RN Kahn, K Koh, P Nystrup, J Speth
arXiv preprint arXiv:1705.00109, 2017
562017
Information analysis
RC Grinold, RN Kahn
Journal of Portfolio Management 18 (3), 14-21, 1992
471992
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
462016
Convexity and exceptional return
RN Kahn, R Lochoff
Journal of portfolio management 16 (2), 43, 1990
361990
Just say no? The investment implications of tobacco divestiture
RN Kahn, C Lekander, T Leimkuhler
The journal of investing 6 (4), 62-70, 1997
341997
Fixed income risk modelling
R Kahn
The Handbook of Fixed Income Securities, Third edition, edited by F. Fabozzi …, 1991
311991
Smart beta: The owner’s manual
RN Kahn, M Lemmon
The Journal of Portfolio Management 41 (2), 76-83, 2015
262015
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
201991
Multi-factor models for portfolio risk
R Grinold, R Kahn
A Practitioner's Guide to Factor Models, The Research Foundation of the …, 1994
191994
Optimal gearing
S Johnson, RN Kahn, D Petrich
The Journal of Portfolio Management 33 (4), 10-18, 2007
182007
Risk and return in the Canadian bond market
RN Kahn, D Gulrajani
Journal of portfolio management 19, 86-86, 1993
181993
Bond managers need to take more risk
RN Kahn
Journal of Portfolio Management 24 (3), 70, 1998
151998
The surprisingly small impact of asset growth on expected alpha
RN Kahn, JS Shaffer
The Journal of Portfolio Management 32 (1), 49-60, 2005
132005
Most pension plans need more enhanced indexing
RN Kahn
ETFs and Indexing 2000 (1), 65-71, 2000
132000
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