ANY BOOKS on quantitative methods in portfolio management?

RagingBear · July 28th, 2008, 12:06 pm

Looking for recognised classics, if any. Thanks!

IAmEric · July 28th, 2008, 4:05 pm

I'm not sure exactly what you're looking for, but here is a classic:"Active Portfolio Management", Grinold & KahnThese two are more recent, but I like them (and would recommend them more than G&K):"Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management", Chincarini & Kim"Quantitative Equity Portfolio Management: Modern Techniques and Applications", Qian, Hua, & Sorensen

torontosimpleguy · July 28th, 2008, 4:17 pm

Here you go:Managing Investment Portfolios: A Dynamic Process

MCarreira · July 28th, 2008, 4:30 pm

Risk and Asset Allocation - Attilio Meucci

RagingBear · July 28th, 2008, 7:17 pm

Cheers champs

Siberian · July 29th, 2008, 6:15 pm

Bob Litterman's book Modern Investment Management