Active portfolio management : a quantitative approach for providing superior returns and controlling risk /

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.

0070248826

99021967


Portfolio management--Mathematical models.
Cartera de valores--Gestión.
Administración de portafolios de inversión.

HG 4529.5 / G868a 2000

332.6/015/1