Cover -- Title Page -- Copyright -- Contents -- Preface -- Chapter 1 Introduction -- 1.1 Statistical Finance -- 1.2 Risk Management -- 1.3 Portfolio Management -- 1.4 Pricing of Securities -- Part I Statistical Finance -- Chapter 2 Financial Instruments -- 2.1 Stocks -- 2.1.1 Stock Indexes --...

Intro -- Title Page -- Table of Contents -- Preface -- About the Author -- About the Website -- PART One: Introduction to Modelling, Core Themes and Best Practices -- CHAPTER 1: Models of Models -- INTRODUCTION -- CONTEXT AND OBJECTIVES -- THE STAGES OF MODELLING -- BACKWARD THINKING AND FORWARD...

pt. I. Asset pricing and investments -- 1. Markov switching models in asset pricing research / Massimo Guidolin -- 2. Portfolio optimization: theory and practical implementation / William T. Ziemba -- 3. Testing for speculative bubbles in asset prices / Keith Anderson, Chris Brooks and Apostolos...

This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and...