Quantitative Investment Application in Chinese Stock Market

Quantitative Investment Application in Chinese Stock Market

Innovation and Revolution in Finance and Investment

LAP Lambert Academic Publishing ( 2011-03-24 )

€ 49,00

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Nowadays in Chinese stock market, More and more quantitative investment-based fund and index fund companies are also springing up. Up to July,2010, there are 9 quantitative funds(active quantitative investment) and 12 index funds (passive quantitative investment) in Chinese A-Share Stock Exchange Market and Financial Engineering is becoming more popular in China. That is what stimulates me to describe the application of quantitative investment in Chinese stock market. In my book, I try to compare literal review of statistical ways for stock selection and also portfolio-construction computerized methodology and introduce my own stock selection and portfolio construction model (basing on Excel VBA, Matlab, SPSS).

Book Details:

ISBN-13:

978-3-8443-2159-3

ISBN-10:

3844321594

EAN:

9783844321593

Book language:

English

By (author) :

Qi Li

Number of pages:

116

Published on:

2011-03-24

Category:

Economics