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] .

Includes bibliographical references and index.

9780070587687

99-021967


Portfolio management -- Mathematical models.

332.6 / GRI

332.6 / GRI [ Shelf 5 ]