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Type: BOOK - Published: 2002-12-13 - Publisher: Springer
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Pages: 530
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Type: BOOK - Published: 2012 - Publisher: Oxford University Press
This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in
Language: en
Pages: 384
Pages: 384
Type: BOOK - Published: 2003-06-25 - Publisher: Elsevier
Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies
Language: en
Pages: 488
Pages: 488
Type: BOOK - Published: 2008-12-22 - Publisher: CRC Press
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Qua
Language: en
Pages: 258
Pages: 258
Type: BOOK - Published: 2002 - Publisher:
It provides the key concepts and methods to implement quantitatively-driven portfolio construction. Areas include satellite investing, estimation error heuristi
