Quantitative Methods for Portfolio Analysis : MTV Model Approach

By: Takeaki Kariya

Write A Review

Hardcover

At a Glance

Hardcover
324 Pages

Dimensions(cm)
23.0 x 17.15 x 1.27

Hardcover

$139.00

or 4 interest-free payments of $34.75 with

Ships in 5 to 7 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Accounting & Finance Finance Investment & Securities Mathematics Probability & Statistics Economics Econometrics Economic Statistics

Preface
Quantitative Approach to Asset Allocation	p. 1
Empirical Features of Financial Returns	p. 15
Univariate Financial Time Series Models	p. 33
Multivariate Financial Time Series Models	p. 58
MTV Model and Its Applications	p. 83
Quantitative Portfolio Construction Procedures	p. 108
Multifactor Models and their Applications	p. 130
B. Rosenberg Models and their Applications	p. 159
Selection of Portfolio Population	p. 177
Optimal MTV Market Portfolio	p. 195
Index Portfolio and Canonical Correlation Portfolio	p. 205
Black-Scholes Option Theory and Its Applications	p. 220
Practical Option Pricing and Related Topics	p. 242
Statistical Bond Pricing Models	p. 263
Appendix	p. 283
References	p. 295
Index	p. 305
Table of Contents provided by Blackwell. All Rights Reserved.

Quantitative Methods for Portfolio Analysis : MTV Model Approach

At a Glance

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Investment & Securities

Geopolitical Alpha

An Investment Framework for Predicting the Future

The Warren Buffett Way

30th Anniversary Edition

Friends That Invest

Your Guide to Financial Independence Through Shares and Stocks

The Quick-Start Guide to Investing

Learn How to Invest Simpler, Smarter and Sooner, WINNER of ABBA BOOK OF THE YEAR and PERSONAL FINANCE & INVESTING

Sort Your Property Out

And Build Your Future

How To Not Work Forever

Start Investing and Build a Life You Love

Property Secrets of the Rich

For readers of Rich Dad Poor Dad and The Intelligent Investor

Richer, Wiser, Happier

How the World's Greatest Investors Win in Markets and Life

The World for Sale

Money, Power and the Traders Who Barter the Earth's Resources

Don't Stress, Just Invest

It's time to set up your investments and get on with your life

Property = Wealth

The Ultimate Guide to Building a Multi-Million-Dollar Property Empire

Invest Your Way

How to Grow Your Wealth on Your Terms

Top Stocks 2026

A Sharebuyer's Guide to Leading Australian Companies

Online Investing on Australian Sharemarket

How to Research, Trade and Invest in Shares and Securities Online 5th Edition

Stan Weinstein's Secrets for Profiting in Bull and Bear Markets

Personal Finance & Investment

Fooled By Randomness

The Hidden Role of Chance in Life and in the Markets

A Random Walk Down Wall Street

The Best Investment Guide That Money Can Buy

Market Wizards

Interviews with Top Traders

Rethink Property Investing, Fully Updated and Revised Edition

Become Financially Free with Commercial Property Investing

Trading in the Zone

Master the Market with Confidence, Discipline, and a Winning Attitude

Positively Geared

How to Build a Multi-Million-Dollar Property Portfolio from a $50K Deposit

The Little Book of Valuation

Fully Updated and Revised Edition - How to Value a Company, Pick a Stock, and Profit

How to Buy 10 Properties Fast

A Step-by-Step Guide to Fast-Track Your Journey to Financial Independence

Best Loser Wins

Why Normal Thinking Never Wins the Trading Game - written by a high-stake day trader

This product is categorised by