Active Portfolio Management: Quantitative, Theory and Applications

By:

Grinold, Richard C

Contributor(s):

Kahn, Ronald N

Material type: Text

TextPublication details: New Delhi S. Chand & Company Ltd. 1995Description: 388pISBN:

9788121909617

Subject(s):

Financial Management

DDC classification:

332.6 GRI

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.6 GRI (Browse shelf(Opens below))	Available		M01435

Total holds: 0

FOUNDATIONS Consensus Expected Returns: The Capital Asset Pricing Model = Risk = Exceptional Return, Benchmarks and Value Added = Residual Risk and Return: The information ratio = The Fundamental Law of Active Management = EXPECTED RETURNS AND VALUATION Expected Returns and the Arbitrage Pricing Theory = Valuation in Theory & Practice = IMPLEMENTATION = Forecasting = Information Analysis = Portfolio Construction = Transactions Costs, Turnover and Trading = Performance Analysis = Benchmark Timing

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