Portfolio management - Mathematical models.

Market risk and financial markets modeling [NT 59711] by: Ivliev, Sergey; Woodard, Hilary; Sornette, Didier ([NT 1579] Language materials, printed)

Adequate decision rules for portfolio choice problems [NT 59711] by: Goodall, Thilo ([NT 1579] Language materials, printed)

Quantitative equity portfolio management : modern techniques and applications [NT 59711] by: Sorensen, Eric H.; Qian, Edward E.; Hua, Ronald H. ([NT 1579] Language materials, printed)

Quantitative fund management [NT 59711] by: Pflug, Georg; Mitra, Gautam; Dempster, M. A. H. ([NT 1579] Language materials, printed)

The handbook of portfolio mathematics : formulas for optimal allocation & leverage [NT 59711] by: Vince, Ralph ([NT 1579] Language materials, printed)

Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures [NT 59711] by: Rachev, Svetlozar T.; Fabozzi, Frank J.; Stoyanov, Stoyan V. ([NT 1579] Language materials, printed)

Fixed-income securities : valuation, risk management and portfolio strategies [NT 59711] by: Martellini, Lionel; Priaulet, Philippe; Priaulet, Stephane ([NT 1579] Language materials, printed)

The mathematics of financial modeling and investment management [NT 59711] by: Focardi, Sergio M.; Fabozzi, Frank J. ([NT 1579] Language materials, printed)

Financial modeling of the equity market : from CAPM to cointegration [NT 59711] by: Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. ([NT 1579] Language materials, printed)

Market models [NT 59711] by: Alexander, Carol ([NT 1579] Language materials, printed)