Advances in Quantitative Asset Management

ISBN: 9780792377788

出版社: Kluwer Academic Pub

出版年: 2000-4

页数: 355

定价: $ 303.97

装帧: HRD

内容简介

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.