Active Portfolio Management: Quantitative Theory and Applications

by Richard Grinold and Ronald Kahn

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Book cover for Active Portfolio Management: Quantitative Theory and Applications

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Written by two of the industry's top researchers, this important book provides the analytical and quantitative foundation for active portfolio management. Mathematically rigorous and meticulously organized, Active Portfolio Management demonstrates how to evaluate existing investment strategies and provides guidance for the development of new approaches.
  • ISBN13 9781557388247
  • Publish Date 30 November 1994
  • Publish Status Out of Print
  • Out of Print 18 December 2011
  • Publish Country US
  • Publisher McGraw-Hill Education - Europe
  • Imprint Irwin Professional Publishing
  • Format Hardcover
  • Pages 350
  • Language English