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1727204 |
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ICU |
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20051215145100.0 |
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950407s1995 ilua b 001 0 eng d |
020 |
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|a 1557388245
|
035 |
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|a (ICU)BID19798520
|
035 |
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|a (OCoLC)31958876
|
040 |
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|a DGW
|c DGW
|d ICU
|d OrLoB-B
|d OCoLC
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041 |
0 |
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|a eng
|
100 |
1 |
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|a Grinold, Richard C.
|0 http://id.loc.gov/authorities/names/n89648161
|1 http://viaf.org/viaf/112534646
|
245 |
1 |
0 |
|a Active portfolio management :
|b quantitative theory and applications /
|c Richard C. Grinold, Ronald N. Kahn.
|
260 |
|
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|a Chicago, Ill. :
|b Probus Publishing,
|c c1995.
|
300 |
|
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|a vii, 388 p. :
|b ill. ;
|c 24 cm.
|
336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
504 |
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|a Includes bibliographical references and index.
|
505 |
0 |
0 |
|g 1.
|t Introduction --
|g 2.
|t Consensus Expected Returns: The Capital Asset Pricing Model --
|g 3.
|t Risk --
|g 4.
|t Exceptional Return, Benchmarks, and Value Added --
|g 5.
|t Residual Risk and Return: The Information Ratio --
|g 6.
|t The Fundamental Law of Active Management --
|g 7.
|t Expected Returns and the Arbitrage Pricing Theory --
|g 8.
|t Valuation in Theory --
|g 9.
|t Valuation in Practice --
|g 10.
|t Forecasting --
|g 11.
|t Information Analysis --
|g 12.
|t Portfolio Construction --
|g 13.
|t Transactions Costs, Turnover, and Trading --
|g 14.
|t Performance Analysis --
|g 15.
|t Benchmark Timing --
|g 16.
|t Summary.
|
650 |
|
0 |
|a Portfolio management
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008109870
|
650 |
|
0 |
|a Investment analysis.
|0 http://id.loc.gov/authorities/subjects/sh85067707
|
650 |
|
0 |
|a Economics, Mathematical.
|0 http://id.loc.gov/authorities/subjects/sh85040869
|
650 |
|
0 |
|a Econometrics.
|0 http://id.loc.gov/authorities/subjects/sh85040763
|
650 |
|
0 |
|a Operations research.
|0 http://id.loc.gov/authorities/subjects/sh85095020
|
650 |
|
7 |
|a Portfolio management
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01072082
|
700 |
1 |
|
|a Kahn, Ronald N.
|0 http://id.loc.gov/authorities/names/n95047964
|1 http://viaf.org/viaf/58325630
|
901 |
|
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|a ToCBNA
|
903 |
|
|
|a HeVa
|
929 |
|
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|a cat
|
999 |
f |
f |
|i bcd3b758-b7f7-53f0-9186-8c32c6b9eb89
|s 6b7c07c3-1158-53a6-ac30-66403b8d98b5
|
928 |
|
|
|t Library of Congress classification
|a HG4529.5.G74 1995
|l JRL
|c JRL-Gen
|i 2881334
|
927 |
|
|
|t Library of Congress classification
|a HG4529.5.G74 1995
|l JRL
|c JRL-Gen
|b 42511862
|i 3243972
|