Quantitative Methods for Portfolio Analysis

  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

This text aims to provide practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, it should be helpful reading for "Quants" (quantitatively-inclined analysts) in financial industries, financial engineers in investment banks; securities companies, derivative-trading companies, and software houses who are developing portfolio trading systems; graduate students and specialists in the areas of finance, business, hardbound economics, statistics, financial engineering; 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, analysis, models for Japanese financial markets.

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Detaljer
  • SprogEngelsk
  • Sidetal320
  • Udgivelsesdato31-05-1993
  • ISBN139780792322542
  • Forlag Kluwer Academic Publishers
  • Nummer i serienv. 23
  • FormatHardback
Størrelse og vægt
  • Vægt630 g
  • Dybde1,9 cm
  • coffee cup img
    10 cm
    book img
    15,6 cm
    23 cm

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