Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, this book is required reading for:
(1) `Quants' (quantitatively-inclined analysts) in financial industries;
(2) financial engineers in investment banks, securities companies, derivative-trading companies, software houses, etc., who are developing portfolio trading systems;
(3) graduate students and specialists in the areas of finance, business, economics, statistics, financial engineering; and
(4) investors who are interested in Japanese financial markets.
Throughout the book the emphasis is placed on the originality and usefulness of models and methods for the construction of portfolios and investment decision making, and examples are provided to demonstrate, with practical analysis, models for Japanese financial markets.
| ISBN: | 9780792322542 |
| Publication date: | 31st May 1993 |
| Author: | Takeaki Kariya |
| Publisher: | Kluwer Academic Publishers an imprint of Springer |
| Format: | Hardback |
| Pagination: | 308 pages |
| Series: | Theory and Decision Library. Series B, Mathematical and Statistical Methods |
| Genres: |
Investment and securities |
Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, this book is required reading for: (1) `Quants' (quantitatively-inclined analysts) in financial industries; (2) financial engineers in investment banks, securities companies, derivative-trading companies, software houses, etc., who are developing portfolio trading systems; (3) graduate students and specialists in the areas of finance, business, economics, statistics, financial engineering; and (4) investors who are interested in Japanese financial markets.
Quantitative Methods for Portfolio Analysis features in the following genres: Investment and securities
Hardback. £64.80, down from the £72.00 cover price. Not Available.
Quantitative Methods for Portfolio Analysis was written by Takeaki Kariya and published by Kluwer Academic Publishers an imprint of Springer
Quantitative Methods for Portfolio Analysis has 308 pages
Yes it is part of Theory and Decision Library. Series B, Mathematical and Statistical Methods series
£64.80, reduced from £72.00. Not Available.