Active portfolio management: a quantitative approach for producing superior returns and controlling risk

Grinold, Richard C.

Active portfolio management: a quantitative approach for producing superior returns and controlling risk - 2nd ed. - New York : McGraw-Hill, c2000. - xv, 596 p. : ill. ; 24 cm. - [Irwin library of investment & finance] . - Irwin library of investment & finance. .

Includes bibliographical references and index.

0070248826

99021967


Portfolio management--Mathematical models.

HG4529.5 / .G75 2000