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930602s1993 ne c b 001 0 eng |
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|a 93007416
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| 020 |
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|a 0792322541 (HB : acid-free paper)
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| 035 |
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|a (ICU)BID17182113
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|a (OCoLC)27812105
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| 040 |
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|c DLC
|d ICU$dOrLoB
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0 |
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|a HG4529.5
|b .K37 1993
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| 082 |
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|a 332.6/01/51
|2 20
|
| 100 |
1 |
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|a Kariya, Takeaki
|0 http://id.loc.gov/authorities/names/n79131644
|1 http://viaf.org/viaf/12327512
|
| 245 |
1 |
0 |
|a Quantitative methods for portfolio analysis :
|b MTV model approach /
|c by Takeaki Kariya.
|
| 260 |
|
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|a Dordrecht ;
|a Boston :
|b Kluwer Academic Publishers,
|c c1993.
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| 263 |
|
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|a 9308
|
| 300 |
|
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|a x, 308 p. :
|b ill. ;
|c 25 cm.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Theory and decision library.
|n Series B,
|p Mathematical and statistical methods
|v v. 23
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 505 |
2 |
0 |
|g Ch. 1.
|t Quantitative Approach to Asset Allocation --
|g Ch. 2.
|t Empirical Features of Financial Returns --
|g Ch. 3.
|t Univariate Financial Time Series Models --
|g Ch. 4.
|t Multivariate Financial Time Series Models --
|g Ch. 5.
|t MTV Model and Its Applications --
|g Ch. 6.
|t Quantitative Portfolio Construction Procedures --
|g Ch. 7.
|t Multifactor Models and their Applications --
|g Ch. 8.
|t B. Rosenberg Models and their Applications --
|g Ch. 9.
|t Selection of Portfolio Population --
|g Ch. 10.
|t Optimal MTV Market Portfolio --
|g Ch. 11.
|t Index Portfolio and Canonical Correlation Portfolio --
|g Ch. 12.
|t Black-Scholes Option Theory and Its Applications --
|g Ch. 13.
|t Practical Option Pricing and Related Topics --
|g Ch. 14.
|t Statistical Bond Pricing Models.
|
| 650 |
|
0 |
|a Portfolio management
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008109870
|
| 650 |
|
0 |
|a Investment analysis
|x Mathematical models
|0 http://id.loc.gov/authorities/subjects/sh2008104883
|
| 650 |
|
0 |
|a Time-series analysis
|0 http://id.loc.gov/authorities/subjects/sh85135430
|
| 650 |
|
7 |
|a Investment analysis
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00978187
|
| 650 |
|
7 |
|a Portfolio management
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01072082
|
| 650 |
|
7 |
|a Time-series analysis.
|2 fast
|0 http://id.worldcat.org/fast/fst01151190
|
| 850 |
|
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|a ICU
|
| 901 |
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|a ToCBNA
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| 903 |
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|a HeVa
|
| 929 |
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|s ddeea112-e16a-5408-9ac9-abb22e676c98
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|t Library of Congress classification
|a HG4529.5.K370 1993
|l JRL
|c JRL-Gen
|i 2225738
|
| 927 |
|
|
|t Library of Congress classification
|a HG4529.5.K370 1993
|l JRL
|c JRL-Gen
|b 37529550
|i 2853971
|
