The Handbook of Project Portfolio Management- Front Cover -- The Handbook of Project Portfolio Management -- Title Page -- Copyright Page -- Contents -- List of figures -- About the editors -- Notes on the contributors -- Preface -- Abbreviations and acronyms -- PART I: Foundations of portfolio...

Exploiting a granular dataset of banks' security holdings I assess the impact of unconventional monetary policy on bank lending and security holdings. Using a difference-in-differences regression setup and holding the security composition of each bank constant at its level in January 2014, well...

Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean-variance portfolio...