Active portfolio management : quantitative theory and applications /

Active portfolio management : quantitative theory and applications /

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Bibliographic Details
Author / Creator:	Grinold, Richard C.
Imprint:	Chicago, Ill. : Probus Publishing, c1995.
Description:	vii, 388 p. : ill. ; 24 cm.
Language:	English
Subject:	Portfolio management -- Mathematical models. Investment analysis. Economics, Mathematical. Econometrics. Operations research. Portfolio management -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/1727204

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Other authors / contributors:	Kahn, Ronald N.
ISBN:	1557388245
Notes:	Includes bibliographical references and index.

Description
Summary:	Written by two of the industry's top researchers, this important book provides the analytical & quantitative foundation for active portfolio management. Mathematically rigorous & meticulously organized, Active Portfolio Management demonstrates how to evaluate existing investment strategies & provides guidance for the development of new approaches.
Physical Description:	vii, 388 p. : ill. ; 24 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	1557388245