Linear Trading Rules for Portfolio Management

Richard Grinold

doi:10.3905/jpm.2018.44.6.109

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Linear Trading Rules for Portfolio Management

Richard Grinold

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 109-119; DOI: https://doi.org/10.3905/jpm.2018.44.6.109

Richard Grinold

is a founding shareholder and an advisory board member at Vinva Investment Management in Sydney, Australia

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Linear Trading Rules for Portfolio Management

Richard Grinold

The Journal of Portfolio Management Jun 2018, 44 (6) 109-119; DOI: 10.3905/jpm.2018.44.6.109

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Linear Trading Rules for Portfolio Management

Richard Grinold

The Journal of Portfolio Management Jun 2018, 44 (6) 109-119; DOI: 10.3905/jpm.2018.44.6.109

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