Quantitative methods for portfolio analysis : MTV model approach

Author(s)

• 刈屋, 武昭 カリヤ, タケアキ

Bibliographic Information

Quantitative methods for portfolio analysis : MTV model approach

by Takeaki Kariya

（Theory and decision library, . Series B . Mathematical and statistical methods ; v. 23）

Kluwer Academic, c1993

Note

Includes bibliographical references (p. 295-304) and index

Details

• NCID: BA20730112
• ISBN:
  • 0792322541
• LCCN: 93007416
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Dordrecht, Holland ; Boston
• Pages/Volumes: x, 308 p.
• Size: 25 cm
• Classification:
  • LCC : HG4529.5
  • DC20 : 332.6/01/51
  • NDC8 : 338.18
• Subject Headings:
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Investment analysis -- Mathematical models
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA00367723