The Oxford Handbook of Quantitative Asset Management
Kenneth Winston editor Bernd Scherer editor
Format:Hardback
Publisher:Oxford University Press
Published:15th Dec '11
Currently unavailable, and unfortunately no date known when it will be back
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 finance is 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. These themes 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.
This imposing compendium of new developments in quantitative asset management appears daunting at 500 pages, but it makes an invaluable and timely contribution to the latest thinking in the field. * Ed Bace, FT Adviser *
ISBN: 9780199553433
Dimensions: unknown
Weight: 1078g
530 pages