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.

332.6 / G868a
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