Investments - Mathematical models.
Overview
Works: | 31 works in 14 publications in 14 languages |
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Titles
Financial engineering and computation : = principles, mathematics, algorithms /
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Portfolio management under stress : = a Bayesian-net approach to coherent asset allocation /
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GARCH models = structure, statistical inference and financial applications /
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Strategic Asset Allocation = Portfolio Choice for Long-Term Investors
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Quality money management = process engineering and best practices for systematic trading and investment /
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Empirical market microstructure = the institutions, economics, and econometrics of securities trading /
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Real estate risk in equity returns = empirical evidence from U.S. stock markets /
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Modelling, pricing, and hedging counterparty credit exposure = a technical guide /
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Modeling maximum trading profits with C++ : = new trading and money management concepts /
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Risk finance and asset pricing : = value, measurements, and markets /
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Quantitative finance : = its development, mathematical foundations, and current scope /
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GARCH models : = structure, statistical inference, and financial applications /
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Asset markets, portfolio choice and macroeconomic activity = a Keynesian perspective /
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The Kelly Capital Growth Investment Criterion = Theory and Practice.
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Portfolio management under stress = a Bayesian-net approach to coherent asset allocation /
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Robust equity portfolio management + website = formulations, implementations, and properties using MATLAB /
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Finance computationnelle et gestion des risques = ing�enierie financi�ere avec applications Excel (Visual Basic) et Matlab /
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