The first and only comprehensive explanation of GIPS,including how to comply with and implement them While the CFA Institute has published Global InvestmentPerformance Standards (GIPS) for years, there has never been aserious discussion of their implementation and best use. In this new book,...

CONSTANTIN ZOPOUNIDIS, PHD,is professor of Financial Engineering and Operations Research at Technical University of Crete in Greece and distinguished research professor at Audencia Nantes School of Management in France. EMILIOS GALARIOTIS, PHD (Dunelm), HDR,is professor of Finance at Audencia...

A practical guide to adapting financial advice and investing to a post crisis world There's no room for "business as usual" in today's investment management environment. Following the recent financial crisis, both retail and institutional investors are searching for new ways to oversee...

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit...

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is...

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the...

Investing in commercial real estate can provide excellent risk-return opportunities for both the large and small investor. Unlike equity securities, commercial real estate often generates a substantial and predictable cash flow over time--and the compounding effect of this cash flow can...

Praise for Market Neutral Strategies "Elucidates the sources of potential alpha for a breadth of strategies, as well as the origins of prior miscues." -Edgar J. Sullivan, Ph.D., CFA, Managing Director, General Motors Asset Management "A comprehensive, thought-leading treatment of market neutral...

An introductory guide to the world of finance The Basics of Finance is an accessible book for those who want to gain a better understanding of this field, but lack a strong business background. It covers essential concepts, tools, methods, and strategies in finance without delving too far into...

The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank...