Developments in quantitative investment models : proceedings of the AIMR seminar `Developments in Quantitative Investment Models`, Bonton, April 17, 2001
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| Availability :
| 00000008927 | HG4508 .D48 2001 | (General Book) | Available - Ada |
| 00000009334 | HG4508 .D48 2001 | (General Book) | Available - Ada |
Publisher :Association for Investment Management and Research , 2001
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CONTENTS:
* Foreword by Katrina F. Sherred
* Biographies
* Overview : Developments in quantitative investment models by H. Russell Fogler
* Integrating traditional and quantitative analysis by Ronald N. Kahn
* Issues in quantitative modelling by R. Max Darnell
* Managing market-neutral long-short funds by Paul C. Pfleiderer
* An overview of investment engineering techniques by Orhan Karaali
* Taxes and quantitative portfolio management by David M. Stein
* Toward agent-based models for investment by J. Doyne Farmer
* Selected publications
| Series Title |
Aimr Conference Proceedings Continuing Education
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| Call Number |
HG4508 .D48 2001
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| Publisher Place | Charlottesville |
| Collation |
v, 72p.: ill.; 30cm.
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| Language |
English
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| ISBN/ISSN |
0935015728
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| Classification |
HG4508
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No other version available