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

著者

• Grinold, Richard C.
• Kahn, Ronald N.

書誌事項

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

Richard C. Grinold, Ronald N. Kahn

McGraw-Hill, c2000

2nd ed

注記

Includes bibliographical references and index

• NII書誌ID(NCID): BA50788701
• ISBN:
  • 0070248826
• LCCN: 99021967
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York ; Tokyo
• ページ数/冊数: xv, 596 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4529.5
  • DC21 : 332.6/015/1
• 件名:
  • LCSH : Portfolio management -- Mathematical models