Grinold, Richard C. & Kahn, Ronald N. – Active Portfolio Management

McGraw-Hill, 2000 2nd ed, [Finance] Grade 5

Academic financial text books have, to a large extent, focused on beta and the so called efficient market. Active Portfolio Management was groundbreaking when it was first published in 1994 as instead it was devoted to the practical process of generating alpha from a quantative angle...  Further reading...  Link to Amazon...