European University Institute Library
Portfolio management + Mathematical models
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http://bibfra.me/vocab/lite/Concept
Label
Portfolio management + Mathematical models
Name
Portfolio management + Mathematical models
Focus
Portfolio management + Mathematical models
Sub focus
Mathematical models
Portfolio management
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Incoming Resources
Subject of
23
Computational methods in financial engineering, essays in honour of Manfred Gilli, Erricos J. Kontoghiorghes, Berç Rustem, Peter Winker (editors)
Quantitative fund management, edited by M.A.H. Dempster, Gautam Mitra, Georg Pflug
Algorithmic trading methods, applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell
Advanced stochastic models, risk assessment, and portfolio optimization, the ideal risk, uncertainty, and performance measures, Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Risk-sensitive investment management, Mark H.A. Davis, Sébastien Lleo
Portfolio management under stress, a Bayesian-net approach to coherent asset allocation, Riccardo Rebonato and Alexander Denev
Portfolio selection and asset pricing, Shouyang Wang, Yusen Xia
The foundations of continuous time finance, edited by Stephen M. Schaefer
Intertemporal consumption choices, transaction costs and limited participation in financial markets, reconciling data and theory, by Orazio P. Attanasio and Monica Paiella
The foregone gains of incomplete portfolios, by Monica Paiella
Developments in mean-variance efficient portfolio selection, Megha Agarwal
Statistical portfolio estimation, Masanobu Taniguchi, [and four others]
Mean-variance analysis in portfolio choice and capital markets, Harry M. Markowitz
Quantitative portfolio management, the art and science of statistical arbitrage, Michael Isichenko
The measurement of market risk, modelling of risk factors, asset pricing, and approximation of portfolio distributions, Pierre-Yves Moix
Market models, a guide to financial data analysis, Carol Alexander
Strategic asset allocation, portfolio choice for long-term investors, John Y. Campbell, Luis M. Viceira
Inside the black box, a simple guide to quantitative and high-frequency trading, Rishi K. Narang
Measuring market risk, Kevin Dowd
Introduction to the mathematics of finance, from risk management to options pricing, Steven Roman
Optimizing optimization, the next generation of optimization applications and theory, [edited by] Stephen Satchell
Supply chain and finance, editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis
Optimal portfolios, stochastic models for optimal investment and risk management in continuous time, Ralf Korn
Outgoing Resources
Focus
1
Portfolio management + Mathematical models
Sub focus
2
Mathematical models
Portfolio management
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