Advances in Quantitative Asset Management

  • Christian L. Dunis

Part of the Studies in Computational Finance book series (SICF, volume 1)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Advances In Asset Allocation And Portfolio Management

    1. Front Matter
      Pages 1-1
    2. Gustavo M. de Athayde, Renato G. Flôres Jr.
      Pages 3-15
    3. Chris J. Adcock, Karl Shutes
      Pages 17-39
    4. Monica Billio, Roberto Casarin, Claire Méhu, Domenico Sartore
      Pages 61-88
    5. Patrick Naïm, Pierre Hervé, Hans Georg Zimmermann
      Pages 89-111
    6. Christian L. Dunis, Pierre Lequeux
      Pages 113-136
  3. Modelling Risk, Return and Correlation

    1. Front Matter
      Pages 137-137
    2. Frédérick Bourgoin
      Pages 139-178
    3. Gilles Zumbach
      Pages 179-200
    4. David Khabie-Zeitoune, Gerry Salkin, Nicos Christofides
      Pages 201-233
    5. Darren Toulson, Sabine Toulson, Abongwa Ndumu
      Pages 235-253
    6. Ramaprasad Bhar, Carl Chiarella
      Pages 255-273
    7. Renato G. Flôres Jr., Bruno B. Roche
      Pages 275-294
    8. George T. Albanis, Roy A. Batchelor
      Pages 295-317
    9. Laurent Ferrara, Dominique Guégan
      Pages 319-342

About this book


Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference. `Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. Since its inception in 1994, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers.
The editor has chosen to concentrate on advances in quantitative asset management and, accordingly, the papers in this book are organized around two major themes: advances in asset allocation and portfolio management, and modelling risk, return and correlation.


Analysis Asset Allocation Asset Management Asset Pricing Bonds Finance Hedging Investment Portfolio Portfolio Management Volatility modeling

Editors and affiliations

  • Christian L. Dunis
    • 1
  1. 1.Liverpool Business SchoolUK

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag US 2000
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-6974-5
  • Online ISBN 978-1-4615-4389-3
  • Series Print ISSN 1567-8288
  • Buy this book on publisher's site
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