EBOOK Oxford Handbook of Quantitative Asset Management -

EBOOK Oxford Handbook of Quantitative Asset Management

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Wydawnictwo: Oxford University Press
ISBN: 9780191624056
EAN: CA3F4C28EB
Format: 0,0 x 0,0 x 0,0
Oprawa: ...
Stron: 536
Data wydania: 2011
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Quantitative portfolio management has become a highly specialized discipline.          Computing power and software improvements have advanced the field to a level that        would not have been thinkable when Harry Markowitz began the modern era of        quantitative portfolio management in 1952. In addition to raw computing power, major        advances in financial economics and econometrics have shaped academia and the        financial industry over the last 60 years. While the idea of a general theory of        financeis still only a distant hope, asset managers now have tools in the financial        engineering kit that address specific problems in their industry. The Oxford        Handbook of Quantitative Asset Management consists of seven sections that explore        major themes in current theoretical and practical use. Thesethemes span all aspects        of a modern quantitative investment organization. Contributions from academics and        practitioners working in leading investment management organizations bring together        the key theoretical and practical aspects of the field to provide a comprehensive        overview of the major developments in the area.

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