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Item Details
| Title:
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ADVANCES IN QUANTITATIVE ASSET MANAGEMENT
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| By: |
Christian Dunis (Editor) |
| Format: |
Paperback |
| List price:
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£129.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1461369746 |
| ISBN 13: |
9781461369745 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
9 November, 2012 |
| Edition: |
Softcover reprint of the original 1st ed. 2000 |
| Series: |
Studies in Computational Finance 1 |
| Pages: |
342 |
| Synopsis: |
Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference. `Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. Since its inception in 1994, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers. The editor has chosen to concentrate on advances in quantitative asset management and, accordingly, the papers in this book are organized around two major themes: advances in asset allocation and portfolio management, and modelling risk, return and correlation. |
| Illustrations: |
XIII, 342 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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