2022

Advanced REIT portfolio optimization : innovative tools for risk management

Lindquist, W. Brent, 1953- author.

Cham : Springer, [2022]

 

2008

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures

Rachev, S. T. (Svetlozar Todorov)



 

2003

Advances in portfolio construction and implementation

 

2021

Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques

Kissell, Robert, 1967- author.
Second edition
London, United Kingdom : Academic Press, [2021]

 

2008

Computational methods in financial engineering

 

1992

Continuous-time Finance

Merton, Robert C.
Revised edition
Cambridge, M.A. : Blackwell, 1992

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2014

Developments in mean-variance efficient portfolio selection

Agarwal, Megha, 1982- author.

Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2014

 

2008

Efficient asset management : a practical guide to stock portfolio optimization and asset allocation

Michaud, Richard O., 1941-
Second edition
New York : Oxford University Press, 2008

 

2008

Efficient asset management : a practical guide to stock portfolio optimization and asset allocation

Michaud, Richard O., 1941-
2nd ed


 

2013

Elliptically contoured models in statistics and portfolio theory

Gupta, A. K. (Arjun K.), 1938- author.
Second edition
New York : Springer, 2013

 

2008

Equity valuation : models from leading investment banks

Chichester, England ; Hoboken, NJ : John Wiley & Sons, 2008

 

2004

Financial markets and martingales : observations on science and speculation

Bouleau, Nicolas.

London ; New York : Springer, 2004

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2006

Financial modeling of the equity market : from CAPM to cointegration

Fabozzi, Frank J.

Hoboken, N.J. : Wiley, [2006]

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2014

Fuzzy portfolio optimization : advances in hybrid multi-criteria methodologies

Heidelberg : Springer, 2014

 

2008

Fuzzy portfolio optimization : theory and methods

Fang, Yong



 

2011

High-frequency trading models

Ye, Gewei, 1971-



 

2013

Inside the black box : a simple guide to quantitative and high frequency trading

Narang, Rishi K, 1974-
Second edition
Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]

 

2009

Inside the black box : the simple truth about quantitative trading

Narang, Rishi K, 1974-

Hoboken, N.J. : Wiley, ©2009

 

2004

Introduction to the mathematics of finance : from risk management to options pricing

Roman, Steven.

New York : Springer, [2004]

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2011

The Kelly capital growth investment criterion : theory and practice

 

2021

Macroeconometric models for portfolio management

Kwok, Jeremy, author

Wilmington, Delaware : Vernon Press, [2021]

 

2001

Market models : a guide to financial data analysis

Alexander, Carol.

Chichester, UK ; New York, NY : Wiley, 2001

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2023

Mathematical portfolio theory and analysis

Chakrabarty, Siddhartha Pratim, author.

Singapore : Birkhäuser, 2023

 

2004

The mathematics of financial modeling and investment management

Focardi, Sergio M.

Hoboken, NJ : Wiley, 2004

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2005

The mathematics of options trading

Reehl, C. B.

New York : McGraw-Hill, [2005]

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1987

Mean-variance analysis in portfolio choice and capital markets

Markowitz, H. (Harry), 1927-

Oxford ; New York : B. Blackwell, 1987

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2013

Multifractal financial markets : an alternative approach to asset and risk management

Hayek Kobeissi, Yasmine.



 

1997

Optimal portfolios : stochastic models for optimal investment and risk management in continuous time

Korn, Ralf



 

2006

Optimal risk-return trade-offs of commercial banks : and the suitability of profitability measures for loan portfolios

Kühn, Jochen



 

2001

Option pricing and portfolio optimization : modern methods of financial mathematics

Korn, Ralf.

Providence, R.I. : American Mathematical Society, [2001]

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1988

Portfolio analysis : examples and solutions

Goldsmith, J. (Jean)

Palmerston North, N.Z. : Massey University, Dept. of Economics, [1988]

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2010

Portfolio analysis : from probabilistic to credibilistic and uncertain approaches

Huang, Xiaoxia



 

2011

Portfolio choice problems : an introductory survey of single and multiperiod models

Chapados, Nicolas, 1972-



 

2002

Portfolio construction and risk budgeting

Scherer, Bernd, 1964-

London : Risk Books, [2002]

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2016

Portfolio optimization using fundamental indicators based on multi-objective EA

Silva, António Daniel, author

[Switzerland] : Springer, [2016]

 

1993

Portfolio performance of the SDR and reserve currencies : tests using the ARCH methodology

Papaioannou, Michael G., author.



 

2017

Portfolio Rebalancing

Qian, Edward E., author
First edition
Boca Raton, FL : CRC Press, 2017

 

2010

Predictability of the Swiss stock market with respect to style

Scheurle, Patrick
1st ed


 

2009

Quantitative fund management

Boca Raton : CRC Press, [2009]

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2021

Quantitative portfolio management : the art and science of statistical arbitrage

Isichenko, Michael, author.

Hoboken, New Jersey : John Wiley & Sons, Inc., [2021]

 

2020

Quantitative portfolio management : with applications in Python

Brugière, Pierre

Cham : Springer, 2020

 

2023

Quantitative risk and portfolio management : theory and practice

Winston, Kenneth James, author

Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2023

 

2017

Statistical Portfolio Estimation

Taniguchi, Masanobu, author.
First edition
Boca Raton, FL : CRC Press, 2017

 

2002

Strategic asset allocation : portfolio choice for long-term investors

Campbell, John Y.

Oxford : Oxford University Press, 2002

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