Introduction to Quantitative Fund Management (Chapman & Hall/CRC Financial Mathematics Series)

by M . A . H . Dempster (Editor), Gautam Mitra (Editor), Georg Pflug (Editor)

• New

  Hardcover
  2009

  $199.42

  Presents theory and methods, along with their application in practical problems encountered in the fund management industry. This work looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications.