This thesis aims at creating an investment strategy for active portfolio management to outperform the. MSCI Denmark from 1992 to 2011. The index development of the Danish stock market has been quite impressive as it has performed remarkably better than other national indices. It is therefore interesting. Grinold R and Kahn R 2. Active Portfolio Manage ment 2e Mc. Graw Hill New York. Richard Grinold. Active Portfolio Management: A Quantitative Approach for Producing.

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