Introduction to quantitative fund management

Featuring contributions from well-known academic and industry leaders, this book provides a comprehensive overview of quantitative fund management at both the dynamic strategic and one period tactical levels. The first part of the text gives a current snapshot of state-of-the-art applications of dynamic stochastic optimization techniques to long-term financial planning. The second section focuses on portfolio construction and risk management

• ISBN: 978-1-4200-8191-6
• Editorial: CRC Press
• Encuadernacion: Cartoné
• Páginas: 240
• Fecha Publicación: 01/08/2008
• Nº Volúmenes: 1
• Idioma: Inglés