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Active Portfolio Management : Quantitative Theory and Applications

Grinold , Richard C.

Active Portfolio Management : Quantitative Theory and Applications - New Delhi : S.Chand and Company. , 1995 . - vii . 390 p . : Charts ; ill. ; 24 cm

Foundations Expected Returns and Valuation Implementation Residual risk and Return: The Information Ratio. The Fundamental Law of Active Management. Expected Returns and Arbitrage Pricing Theory. Valuation in theory, Valuation in Practice. Forecasting. Information Analysis. Portfolio Construction. Transactions Costs, Turnover, and Trading. Performance Analysis. Benchmark Timing

ISBN: 8121909619

Subjects--Topical Terms:
Financial Economics

Subjects--Index Terms: Investment Bank

Dewey Class. No.: 332.66 / GRI

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