Quantitative Methods for Portfolio Analysis
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Published By Springer Netherlands

9789401047548, 9789401117210

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Multifactor Models and their Applications

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_7 ◽

1993 ◽

pp. 130-158

Author(s):

Takeaki Kariya

Keyword(s):

Multifactor Models

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Quantitative Portfolio Construction Procedures

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_6 ◽

1993 ◽

pp. 108-129

Author(s):

Takeaki Kariya

Keyword(s):

Portfolio Construction

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Empirical Features of Financial Returns

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_2 ◽

1993 ◽

pp. 15-32

Author(s):

Takeaki Kariya

Keyword(s):

Financial Returns

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Black-Scholes Option Theory and its Applications

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_12 ◽

1993 ◽

pp. 220-241

Author(s):

Takeaki Kariya

Keyword(s):

Black Scholes ◽

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Selection of Portfolio Population

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_9 ◽

1993 ◽

pp. 177-194

Author(s):

Takeaki Kariya

Keyword(s):

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Multivariate Financial Time Series Models

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_4 ◽

1993 ◽

pp. 58-82

Author(s):

Takeaki Kariya

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Models ◽

Financial Time ◽

Multivariate Financial Time Series

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Univariate Financial Time Series Models

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_3 ◽

1993 ◽

pp. 33-57

Author(s):

Takeaki Kariya

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Models ◽

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Optimal MTV Market Portfolio

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_10 ◽

1993 ◽

pp. 195-204

Author(s):

Takeaki Kariya

Keyword(s):

Market Portfolio

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Quantitative Approach to Asset Allocation

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_1 ◽

1993 ◽

pp. 1-14

Author(s):

Takeaki Kariya

Keyword(s):

Asset Allocation ◽

Quantitative Approach

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B. Rosenberg Models and their Applications

Quantitative Methods for Portfolio Analysis ◽

10.1007/978-94-011-1721-0_8 ◽

1993 ◽

pp. 159-176

Author(s):

Takeaki Kariya

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