Quantitative Methods for Portfolio Analysis: MTV Model Ap...
Kariya, Takeaki / Kariya, T.
Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, this book is required reading for: (1) `Quants' (quantitatively-inclined analysts) in financial industries, (2) financial engineers in investment banks, securities companies, derivative-trading companies, software hous...