Active portfolio management
Subtitle: a quantitative approach for providing superior returns and controlling risk
By: Richard C. Grinold, Ronald N. Kahn
Contributors: Kahn, Ronald N
Edition: 2nd ed
Series: [Irwin library of investment & finance]
Publisher: McGraw-Hill
Published: 2000
Place of publication: New York
Language: eng
Number of pages: 596
Subjects: Portfolio management -- Mathematical models
Description: "Active Portfolio Management covers both the basic principles and foundations, as well as the practical details, of the process of active investment management. It provides a proven approach to active investment that is designed to beat not only unmanaged indexes but also competing, less rigorous management approaches."--BOOK JACKET.
Notes: Includes bibliographical references and index