Quantitative methods for portfolio analysis
Subtitle: MTV model approach
By: by Takeaki Kariya.
Series: Theory and decision library.; v. 23
Publisher: Kluwer Academic Publishers
Published: 1993
Place of publication: Dordrecht; Boston
Language: eng
Number of pages: 308
Subjects: Portfolio management -- Mathematical models.; Investment analysis -- Mathematical models.; Time-series analysis.
Notes: Includes bibliographical references (p. 295-304) and index.