Quantitative Methods for Portfolio Analysis: MTV Model Approach: v. 23 (Theory and Decision Library) - Hardcover

Kariya, Takeaki

Hardcover

ISBN 10: 0792322541 ISBN 13: 9780792322542

Publisher: Kluwer Academic Publishers, 1993

Synopsis

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.

About this title

Review

` ... exceptional contribution to advanced portfolio analysis and optimization. ... strong theoretical contribution ... to the field ... covers a broad array of models and methods and gives step-by-step instructions and examples on some significant models. ... consider it as part of your research and reference library.'
Interfaces, 26:2 (1996)

Edition details

• Publisher: Kluwer Academic Publishers
• Publication date: 1993
• Language: English
• ISBN 10: 0792322541
• ISBN 13: 9780792322542
• Binding: Hardcover
• Number of pages: 320