An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securi…
A compilation of the most respected authorities in financial engineering Based around a conference on financial modeling held in Milan in December 1999, New Directions in Mathematical Finance brin…
Offers a conservative investment approach suitable to all market conditions and is especially effective in dealing with uncertain or bear markets. The author, a well-known investment analyst who cr…
Domestic and international repo markets have grown dramatically over the last few years. This is because of an increasing need to be able to take and hedge short positions in the capital and deriva…
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throu…
A practical and authoritative introduction to the concept of risk unit allocation as an alternative and more effective decision-making process for long-term investors. *Make an informed decision…
In Investors and Markets, Nobel Prize-winning financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless they understand the determinants of …
Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measur…
The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this a…
Stressing the economic intuition behind the subject matter, this classic text presents advanced concepts of investment analysis and portfolio management. New to this edition: two institutional chap…