Portfolio management - Mathematical models.

Market risk and financial markets modeling by: Ivliev, Sergey; Woodard, Hilary; Sornette, Didier (書目-語言資料,印刷品)

Adequate decision rules for portfolio choice problems by: Goodall, Thilo (書目-語言資料,印刷品)

Quantitative equity portfolio management : modern techniques and applications by: Sorensen, Eric H.; Qian, Edward E.; Hua, Ronald H. (書目-語言資料,印刷品)

Quantitative fund management by: Pflug, Georg; Mitra, Gautam; Dempster, M. A. H. (書目-語言資料,印刷品)

The handbook of portfolio mathematics : formulas for optimal allocation & leverage by: Vince, Ralph (書目-語言資料,印刷品)

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. (書目-語言資料,印刷品)

Fixed-income securities : valuation, risk management and portfolio strategies by: Martellini, Lionel; Priaulet, Philippe; Priaulet, Stephane (書目-語言資料,印刷品)

The mathematics of financial modeling and investment management by: Focardi, Sergio M.; Fabozzi, Frank J. (書目-語言資料,印刷品)

Financial modeling of the equity market : from CAPM to cointegration by: Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. (書目-語言資料,印刷品)

Market models by: Alexander, Carol (書目-語言資料,印刷品)