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Continuous-time finance
Merton, Robert C. - 1990 - rev. and first publ. in paperback 1992
Persistent link: https://www.econbiz.de/10000138332
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Multi-moment asset allocation and pricing models
Jurczenko, Emmanuel (ed.); Maillet, Bertrand (contributor) - 2006
Persistent link: https://www.econbiz.de/10003330408
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Stochastic financial models
Kennedy, Douglas - 2010
Persistent link: https://www.econbiz.de/10003895191
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Robust portfolio asset allocation and risk measures
Scutellà, Maria Grazia; Recchia, Raffaella - In: 4OR : a quarterly journal of operations research 8 (2010) 2, pp. 113-139
Persistent link: https://www.econbiz.de/10003975803
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Portfolio mathematics
Glasserman, Paul - In: The professional risk managers' guide to finance theory …, (pp. 55-102). 2008
Persistent link: https://www.econbiz.de/10003677812
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The handbook of portfolio mathematics : formulas for optimal allocation & leverage
Vince, Ralph - 2007
Persistent link: https://www.econbiz.de/10003389177
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Inside the black box : a simple guide to quantitative and high frequency trading
Narang, Rishi K. - 2013 - 2. ed.
Persistent link: https://www.econbiz.de/10009728010
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Robust portfolio asset allocation and risk measures
Scutellà, Maria Grazia; Recchia, Raffaella - In: Surveys in operations research llI (invited surveys …, (pp. 145-169). 2013
Persistent link: https://www.econbiz.de/10009728245
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Facelifting in utility maximization
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
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Developments in mean-variance efficient portfolio selection
Agarwal, Megha - 2015
"Mean-variance efficient portfolio selection was originally identified by Nobel Laureate Harry Markowitz (1952) and to this day remains one of the most popular approaches to portfolio selection. However the turmoil suffered by stock exchanges as a result of the financial crises in the United...
Persistent link: https://www.econbiz.de/10010437923