Quantitative Methods for Portfolio Analysis by Takeaki Kariya
This text aims to provide practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. In particular, it should be helpful reading for "Quants" (quantitatively-inclined analysts) in financial industries, financial engineers in investment banks; securities companies, derivative-trading companies, and software houses who are developing portfolio trading systems; graduate students and specialists in the areas of finance, business, hardbound economics, statistics, financial engineering; investors who are interested in Japanese financial markets. Throughout the book the emphasis is placed on the originality and usefulness of models and methods for the construction of portfolios and investment decision making, and examples are provided to demonstrate, analysis, models for Japanese financial markets.-
Minimax Models in the Theory of Numerical Models
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Non-Classical Logics and Their Applications to Fuzzy Subsets
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Non-Antagonistic Games
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Polish Contributions to the Science of Science
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Stochastic Programming
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Expected Utility Hypotheses and the Allais Paradox
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Foundations of Utility and Risk Theory with Applications
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Papers in Game Theory
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Spatial Statistics and Models
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The Foundations of Expected Utility
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Theory and Decision
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Recent Developments in the Foundations of Utility and Risk Theory
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Non-Archimedean Utility Theory
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Game Theory as a Theory of Conflict Resolution
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Creating a Dialectical Social Science
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Philosophy in Geography
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Progress in Utility and Risk Theory
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Pragmatic Aspects of Human Communication
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The Methodological Unity of Science
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Praxiological Studies
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Developments in the Methodology of Social Science
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Macromodels of the National Economy of the USSR
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Instrumental Reasoning and Systems Methodology
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Decision Making and Change in Human Affairs
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Aggregation in Economic Research
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Decision Theory and Social Ethics
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Coping with Complexity
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Revolutions, Systems and Theories
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Determinants and Controls of Scientific Development
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Economic Information, Decision, and Prediction
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Politics as Rational Action
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Property and Power
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Essays on Ethics, Social Behaviour, and Scientific Explanation
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Morality and Universality
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Algebra of Conscience
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Operations Research in Progress
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Response Models for Detection of Change
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Urban Dynamics and Spatial Choice Behaviour
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Design of Management Systems in U.S.S.R. Industry
| SKU | Unavailable |
| ISBN 13 | 9780792322542 |
| ISBN 10 | 0792322541 |
| Title | Quantitative Methods for Portfolio Analysis |
| Author | Takeaki Kariya |
| Series | Theory And Decision Library |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Kluwer Academic Publishers |
| Year published | 1993-05-31 |
| Number of pages | 320 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |