Quantitative portfolio optimisation, asset allocation and risk management: a practical guide to implementing quantitative investment theory
Auteur :
Rasmussen, M.
Éditeur :
Palgrave USA
ISBN :
9781403904584
Date de publication :
13 déc. 2002
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.