| Quantitative Methods for Portfolio Analysis: MTV Model Approach Contributor(s): Kariya, Takeaki (Author), Kariya, T. (Author) |
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ISBN: 0792322541 ISBN-13: 9780792322542 Publisher: Kluwer Academic Publishers OUR PRICE: $94.05 Product Type: Hardcover Published: May 1993 |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - General - Business & Economics | Finance - General - Business & Economics | Statistics |
| Dewey: 332.601 |
| LCCN: 93007416 |
| Series: NATO Asi Series. Series C, Mathematical and Physical Science |
| Physical Information: 0.75" H x 6.14" W x 9.21" (1.39 lbs) 324 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |