Theory and Decision Library B

Quantitative Methods for Portfolio Analysis

MTV Model Approach

Authors: KARIYA, TAKEAKI

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About this book

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.

Reviews

` ... 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)

Table of contents (14 chapters)

Table of contents (14 chapters)

Buy this book

eBook $59.99
price for USA (gross)
  • ISBN 978-94-011-1721-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $79.99
price for USA
  • ISBN 978-94-010-4754-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Quantitative Methods for Portfolio Analysis
Book Subtitle
MTV Model Approach
Authors
Series Title
Theory and Decision Library B
Series Volume
23
Copyright
1993
Publisher
Springer Netherlands
Copyright Holder
Kluwer Academic Publishers
eBook ISBN
978-94-011-1721-0
DOI
10.1007/978-94-011-1721-0
Softcover ISBN
978-94-010-4754-8
Edition Number
1
Number of Pages
X, 310
Topics