Last edited by Dagor
Saturday, May 9, 2020 | History

5 edition of Advances in Quantitative Asset Management (Studies in Computational Finance) found in the catalog.

Advances in Quantitative Asset Management (Studies in Computational Finance)

by Christian Dunis

  • 262 Want to read
  • 10 Currently reading

Published by Springer .
Written in English

    Subjects:
  • Investment & securities,
  • Finance,
  • Capital Management,
  • Business & Economics,
  • Business / Economics / Finance,
  • Business/Economics,
  • Portfolio Management,
  • General,
  • Business & Economics / Finance,
  • Corporate Finance,
  • Investments & Securities - General,
  • Capital assets pricing model

  • The Physical Object
    FormatHardcover
    Number of Pages342
    ID Numbers
    Open LibraryOL7809904M
    ISBN 100792377788
    ISBN 109780792377788

      Financial Decisions and Markets: A Course in Asset Pricing by John Y. Asset Pricing (Revised Edition) by John H. Risk & Asset management: Quantitative Risk Management by Alexander J., Rudiger F. & Paul E. Asset Management: A Systematic Approach to Factor Investing by Ang; Advanced Financial Risk Management by Donald R. & Deventer : Peter Nistrup. This chapter reviews recent advances in quantitative equity portfolio management, including common constraints in portfolio optimization and the use of two important risk measures: value-at-risk.

    $\begingroup$ Quantitative finance can refer to many different areas such as quantitative trading, financial derivative pricing, and quantitative risk management. You may need to be more specific. $\endgroup$ – Gordon Mar 19 '18 at The views expressed in this book are those of the authors, but not necessarily of the publisher. For electronic access to this publication, please contact: [email protected] Names: Russ, Meir, editor. Title: Quantitative multidisciplinary approaches in human capital and asset management / Meir Russ, editor.

    Instead, the reason this book is featured is the golden gems hidden in the 3rd section explaining quantitative systems. That is Meb's strength. Both approaches revealed in the book have held up beautifully in out-of-sample results and are fully explained in easy-to-understand terminology. Grinold and Kahn's Advances in Active Portfolio Management is the Bible for professional investment managers who fight in chaotic markets to squeeze "alpha" out of diverse investment opportunities. Based on research and practice in quantitative asset management over decades by the authors, this book turns art of investing into science, skills Price: $


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Advances in Quantitative Asset Management (Studies in Computational Finance) by Christian Dunis Download PDF EPUB FB2

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 inthe conference has grown in scope and stature to become a key international Format: Hardcover. 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 inthe conference has grown in scope and stature to become a key international. Advances in Active Portfolio Management: New Developments in Quantitative Investing - Kindle edition by Grinold, Richard C., Kahn, Ronald N.

Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Advances in Active Portfolio Management: New Developments in Quantitative Investing.5/5(1).

Advances in Quantitative Asset Management accommodates chosen articles which, for probably the most half, have been introduced on the `Forecasting Monetary Markets' Convention.

`Forecasting Monetary Markets' is a world convention on quantitative finance which is held in London in Might each year. Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference.

Rating: (not yet rated) 0 with reviews. 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. Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management.

Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more. Advances in Quantitative Asset Management by Christian Dunis; 1 edition There's no description for this book yet.

Can you add one. 1 edition Add another. Edition Read Locate Buy; 0. Advances in Quantitative Asset ManagementSpringer paperback. Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide.

Issues are covered from a global perspective and all the recent developments of financial risk management are presented. Based on research and practice in quantitative asset management over decades by the authors, this book turns art of investing into science, skills into technology, and intu- itions into systematic thought process with mathematical reasoning.

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The “quantitative” approach to investing seeks to pay attention to the numbers instead of the intangibles. After all, numbers can be : James Mcwhinney. Description: 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.

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Richard C. Grinold and Ronald N. Kahn are the authors of Active Portfolio Management and Advances in Active Portfolio Management. They are long-time active managers at Barclays Global Investors, BlackRock, and Vinva, well-known experts on quantitative investing, and the winners of the James R.

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