Advances in Quantitative Asset Management

. Ed(s): Dunis, Christian

ISBN 10: 0792377788 / ISBN 13: 9780792377788

Edité par Kluwer Academic Publishers, 2000

'Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. This work contains articles that were presented at the conference. It is organized around two major themes: advances in asset allocation and portfolio management; and modelling risk, return and correlation. Editor(s): Dunis, Christian. Series: Studies in Computational Finance. Num Pages: 342 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 20. Weight in Grams: 1510. . 2000. Hardback. . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9780792377788

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.

Détails bibliographiques

Titre : Advances in Quantitative Asset Management
Éditeur : Kluwer Academic Publishers
Date d'édition : 2000
Reliure : Couverture rigide
Etat : New