"The book will be most helpful for readers who are interested in learning about the quantitative side of equity portfolio management, mainly portfolio optimization and risk analysis. Mean-variance portfolio optimization is covered in detail, leading to an extensive discussion on robust portfolio...

Although there has been increased interest in the application of the stable and geometric stable distributions in economics and finance, further application has been limited because their probability density function does not have an explicit solution. In this paper, we present three analytic...