new developments in quantitative trading and investment a new series from palgrave macmillan professional finance
the latest cutting - edge research , combining industry and academic expertise
series editors christian dunis phd , horus partners wealth management group sa , emeritus professor of finance , liverpool john moores universit y
prof . dr . hans - jÜrg von mettenheim leibniz universität hannover
frank mcgroart y professor of computational finance and investment analy tics , universit y of southampton
new developments in quantitative trading and investment The world economic crisis demonstrated the need for the fund management industry to better address the deep complexity of financial decision processes. In order to offer investment portfolios that combine outstanding returns with minimal risk, more robust and refined trading and investment approaches need to be applied. New Developments in Quantitative Trading and Investment aims to meet this need, providing authoritative accounts of novel and advanced techniques derived from practitioners and academic researchers in quantitative financial economics, econometrics and operations research, to improve the solutions to practical investment decisions and produce consistent and robust risk-adjusted returns.
topics include:
The series will provide a major contribution to the literature in this field, disseminating new approaches and techniques to the fund management industry and to a wide international audience of finance professionals. In doing so, we believe that it will go some way towards convincing a growing number of those involved in active investment management to experiment beyond the bounds of the more traditional approaches and models.
• Derivatives pricing models and real options
We are pleased to welcome enquiries and proposals for this series. For more details, please contact:
• Risk analysis and credit trading
series editors
• Advances in asset management and portfolio optimisation
Christian Dunis: christian.dunis@hpwmg.com
• Quantitative fund management • Modelling volatility and correlation • Application and testing of trading rules
Hans-Jörg von Mettenheim: mettenheim@iwi.uni-hannover.de Frank McGroarty: F.J.McGroarty@soton.ac.uk
• Relative value and market neutral strategies • Modelling with high frequency data and market microstructure
PROFESSIONAL
FINANCE
publisher Pete Baker: p.baker@palgrave.com
Learn more at www.palgrave.com/professionalfinance