Grinold, Richard C.

Active portfolio management : a quantitative approach for providing superior returns and controlling risk / Richard C. Grinold, Ronald N. Kahn. - 2nd ed. - New York : McGraw-Hill, c2000. - xv, 596 p. : ill. ; 24 cm. - Irwin library of investment & finance. . - Irwin library of investment and finance. .

Includes bibliographical references and index.

9780070248823


Portfolio management--Mathematical models

HG4529.5 / .G75 2000