Quantitative fund management
Éditeur :
Taylor & Francis Ltd
ISBN :
9781420081916
Date de publication :
22 déc. 2008
Dimensions :
25,4 x 17,8 cm
Poids :
1060 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Presents theory and methods, along with their application in practical problems encountered in the fund management industry. This work looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications.