Portfolio management - Mathematical models.

Equity valuation : = models from leading investment banks / by: (Language materials, printed)

Portfolio selection using multi-objective optimisation by: (Electronic resources)

Optimal portfolios with stochastic interest rates and defaultable assets / by: (Language materials, printed)

Efficient asset management : = a practical guide to stock portfolio optimization and asset allocation / by: (Language materials, printed)

Fixed-income securities : = valuation, risk management, and portfolio strategies / by: (Language materials, printed)

Introduction to the mathematics of finance : = from risk management to options pricing / by: (Language materials, printed)

Quantitative trading strategies = harnessing the power of quantitative techniques to create a winning trading program / by: (Language materials, printed)

Active portfolio management = a quantitative approach for providing superior returns and controlling risk / by: (Language materials, printed)

Optimal portfolios = stochastic models for optimal investment and risk management in continuous time / by: (Language materials, printed)

Option pricing and portfolio optimization : = modern methods of financial mathematics / by: (Language materials, printed)

Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures / by: (Language materials, printed)

Optimal risk-return trade-offs of commercial banks : = and the suitability of profitability measures for loan portfolios / by: (Language materials, printed)

Portfolio analysis = from probabilistic to credibilistic and uncertain approaches / by: (Language materials, printed)

The Kelly Capital Growth Investment Criterion = Theory and Practice. by: (Electronic resources)

Introduction to mathematical portfolio theory / by: (Language materials, printed)

Developments in mean-variance efficient portfolio selection by: (Electronic resources)

The science of algorithmic trading and portfolio management by: (Electronic resources)

Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA by: (Electronic resources)

Quantitative portfolio management = with applications in Python / by: (Electronic resources)

Algorithms for solving financial portfolio design problems = emerging research and opportunities / by: (Electronic resources)

Metaheuristic approaches to portfolio optimization by: (Electronic resources)

Advanced REIT portfolio optimization = innovative tools for risk management / by: (Electronic resources)

Mathematical portfolio theory and analysis by: (Electronic resources)

Portfolio management under stress = a Bayesian-net approach to coherent asset allocation / by: (Electronic resources)

Strategic Asset Allocation = Portfolio Choice for Long-Term Investors by: (Language materials, printed)

Fuzzy portfolio optimization = theory and methods / by: (Language materials, printed)

Predictability of the Swiss stock market with respect to style by: (Language materials, printed)

Inside the black box : = the simple truth about quantitative trading / by: (Language materials, printed)

Optimizing optimization = the next generation of optimization applications and theory / by: (Electronic resources)

Fuzzy portfolio optimization = advances in hybrid multi-criteria methodologies / by: (Electronic resources)

Linear and mixed integer programming for portfolio optimization by: (Language materials, printed)

Risk-sensitive investment management by: (Electronic resources)