By Gustavo M. de Athayde, Renato G. Flôres Jr. (auth.), Christian L. Dunis (eds.)
Advances in Quantitative Asset Management includes chosen articles which, for the main half, have been offered on the `Forecasting monetary Markets' convention. `Forecasting monetary Markets' is a global convention on quantitative finance that's held in London in may perhaps each year. considering its inception in 1994, the convention has grown in scope and stature to develop into a key overseas assembly aspect for these attracted to quantitative finance, with the participation of prestigious educational and learn associations from worldwide, together with significant principal banks and quantitative fund managers.
The editor has selected to be aware of advances in quantitative asset administration and, hence, the papers during this publication are equipped round significant issues: advances in asset allocation and portfolio administration, and modelling probability, go back and correlation.
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