Quantitative Methods for Portfolio Analysis : MTV Model Approach

Language: English

Published by Springer Mai 1993, 1993

0792322541 / 9780792322542

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Neuware - Preface. Part I: Quantitative Models for Portfolio Analysis. 1. Quantitative Approach to Asset Allocation. 2. Empirical Features of Financial Returns. 3. Univariate Financial Time Series Models. 4. Multivariate Financial Time Series Models. 5. MTV Model and its Applications. Part II: Quantitative Asset Allocation Systems. 6. Quantitative Portfolio Construction Procedures. 7. Multifactor Models and their Applications. 8. B. Rosenberg Models and their Applications. 9. Selection of Portfolio Population. 10. Optimal MTV Market Portfolio. 11. Index Portfolio and Canonical Correlation Portfolio. Part II: Statistical Approach to Option Pricing and Bond Pricing. 12. Black-Scholes Option Theory and its Applications. 13. Practical Option Pricing and Related Topics. 14. Statistical Bond Pricing Models. Appendix. References. Index.

Seller Inventory # 9780792322542

Title
Quantitative Methods for Portfolio Analysis : MTV Model Approach
Author
Takeaki Kariya
Publisher
Springer Mai 1993
Publication year
1993
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0792322541
ISBN 13
9780792322542
Item weight
653 grams
Dimensions
241x160x24 mm

AHA-BUCH GmbH

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