Quantitative Methods for Portfolio Analysis

T. Kariya

ISBN 10: 9401047545 / ISBN 13: 9789401047548

Published by Springer, Springer Okt 2012, 2012

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 324 pp. Englisch.

Seller Inventory # 9789401047548

Bibliographic Details

• Title: Quantitative Methods for Portfolio Analysis
• Publisher: Springer, Springer Okt 2012
• Publication Date: 2012
• Language: English
• ISBN 10: 9401047545
• ISBN 13: 9789401047548
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 240W x 160H x 18D millimeters 240 millimeters width by 160 millimeters height by 18 millimeters depth
• Weight: 520 grams

About this title

Synopsis

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.

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)