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: | 9789401047548 |
| Publication date: | 23rd October 2012 |
| Author: | T Kariya |
| Publisher: | Springer an imprint of Springer Netherlands |
| Format: | Paperback |
| Pagination: | 310 pages |
| Series: | Theory and Decision Library B |
| Genres: |
Finance and the finance industry Probability and statistics Econometrics and economic statistics Economics, Finance, Business and Management |
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: Finance and the finance industry, Probability and statistics, Econometrics and economic statistics, Economics, Finance, Business and Management
Paperback. Not Available.
Quantitative Methods for Portfolio Analysis was written by T Kariya and published by Springer an imprint of Springer Netherlands
Quantitative Methods for Portfolio Analysis has 310 pages
Yes it is part of Theory and Decision Library B series