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Grinold, Richard C.

Active Portfolio Management : A Quantitative Approach for Providing Superior Returns and Controlling Risk / Richard C. Grinold and Ronald N. Kahn. - 2nd ed. - New York McGraw-Hill, 2000. - xv, 596p. - Irwin Library of Investment & Finance .

Includes bibliographical references and index.

ISBN: 9780070248823

Subjects--Topical Terms:
PORTFOLIO MANAGEMENT--MATHEMATICAL MODELS.
FUNDAMENTAL LAW --ACTIVE MANAGEMENT
EXPECTED RETURNS AND VALUATION
ARBITRAGE PRICING THEORY
INFORMATION ANALYSIS

Dewey Class. No.: 332.6015