Quantitative Methods for Portfolio Analysis - MTV Model Approach

Résumé

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. It should be of special interest to "quants", financial engineers, graduate students and investors.

Détails du produit

• Auteurs: T. Kariya, Takeaki Kariya
• Edition: Kluwer Academic Publishers
• Langues: Anglais
• Format d'édition: Livre Relié
• Sortie: 31.05.1993
• EAN: 9780792322542
• ISBN: 978-0-7923-2254-2
• Pages: 320
• Illustrations: references, index
• Thème: Theory and Decision Library
• Catégorie: Sciences sociales, droit, économie > Economie > Economie privée