Advances in Active Portfolio ManagementRonald N. Kahn, Richard C. Grinold · First published 2019Open the Tome
Multi-Period Trading Via Convex OptimizationStephen Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh · First published 2017Open the Tome
Active portfolio managementRichard C Grinold, Richard C. Grinold, Ronald N. Kahn · First published 1995 · Latest edition 1999Open the Tome
