Active Portfolio Management: Quantitative Theory and Applications (original) (raw)

1995

Abstract

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.

Richard Grinold hasn't uploaded this paper.

Let Richard know you want this paper to be uploaded.

Ask for this paper to be uploaded.