Quantitative Methods for Portfolio Analysis: MTV Model Approach

Front Cover
Kluwer Academic Publishers, Jan 1, 1993 - Business & Economics - 308 pages
0 Reviews
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.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.


Selection of Portfolio Population 177
Empirical Features of Financial Returns
Univariate Financial Time Series Models

13 other sections not shown

Other editions - View all

Common terms and phrases

References to this book

All Book Search results »

Bibliographic information