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An introduction to mathematical risk theory

Gerber, Hans U. - 1979

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Mathematische Grundlagen des modernen Portfolio-Managements

Auckenthaler, Christoph - 1991

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Econometrie van financie͏̈le markten : de bepaling van het risicoprofiel van beleggingen

Nijman, Theodore E.; Jong, Frank de - 1997

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Risk measures, distortion parameters, and their empirical estimation

Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279-297

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Life is cheap : using mortality bonds to hedge aggregate mortality risk

Friedberg, Leora (contributor); Webb, Anthony (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-31

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Risk and asset allocation

Meucci, Attilio - 2005

This book provides a comprehensive treatment of all the steps of asset allocation: detecting the market invariants; estimating the invariants' distribution; modeling the market at any horizon; defining optimality; accounting for estimation- and model-risk; including the practitioner's experience...