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Titles
Portfolio management - Mathematical models.
Overview
| Works: | 12 works in 12 publications in 1 languages | |
|---|---|---|
Titles
Market risk and financial markets modeling
by:
Ivliev, Sergey; Woodard, Hilary; Sornette, Didier
(Language materials, printed)
Adequate decision rules for portfolio choice problems
by:
Goodall, Thilo
(Language materials, printed)
Quantitative equity portfolio management : modern techniques and applications
by:
Sorensen, Eric H.; Qian, Edward E.; Hua, Ronald H.
(Language materials, printed)
Quantitative fund management
by:
Pflug, Georg; Mitra, Gautam; Dempster, M. A. H.
(Language materials, printed)
The handbook of portfolio mathematics : formulas for optimal allocation & leverage
by:
Vince, Ralph
(Language materials, printed)
Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures
by:
Rachev, Svetlozar T.; Fabozzi, Frank J.; Stoyanov, Stoyan V.
(Language materials, printed)
Fixed-income securities : valuation, risk management and portfolio strategies
by:
Martellini, Lionel; Priaulet, Philippe; Priaulet, Stephane
(Language materials, printed)
The mathematics of financial modeling and investment management
by:
Focardi, Sergio M.; Fabozzi, Frank J.
(Language materials, printed)
Financial modeling of the equity market : from CAPM to cointegration
by:
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N.
(Language materials, printed)