000			02013cam a22003014a 4500
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008			990308s2000 nyua b 001 0 eng
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040			_aDLC _cDLC _dCO-NeUS _bEspañol
041			_aeng
082	0	0	_a332.632 _221 _bG868a
100	1		_aGrinold, Richard C. _947738
245	1	0	_aActive portfolio management _ba quantitative approach for providing superior returns and controlling risk _cRichard C. Grinold, Ronald N. Kahn.
250			_a2a. edición
264			_aNew York _bMcGraw-Hill _c©2000.
300			_axv, 596 páginas _bilustrado _c24 cm.
490		0	_a[Irwin library of investment & finance] _994492
504			_aIncluye referencias bibliográficas e índice.
505			_aIntroduction -- 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 the arbitrage pricing theory -- Valuation in theory -- Valuation in practice -- Forecasting basics -- Advanced forecasting -- Information analysis -- The information horizon -- Portfolio construction -- Long/Short investing -- Transactions costs, turnover, and trading -- Performance analysis -- Asset allocation -- Benchmark timing -- The historical record for active managemente -- Open questions -- Summary -- Appendix A. Standard notation -- Appendix B. Glossary -- Appendix C. Return and statistics basics
650		0	_aPortfolio management _xMathematical models. _9128158
650		0	_aAdministración de cartera (finanzas) _xModelo matemático _999438
700	1		_aKahn, Ronald N. _951999
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/mh041/99021967.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/description/mh023/99021967.html
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/mh023/99021967.html
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999			_c35699 _d35699