Product Description: The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment...read more

Product Description: In this book Editors Fishwick and Satchell present a unified view of portfolio investment risk. Although the emphasis in on equity investment, the book also addresses fixed income and multi-asset investment. These issues are currently of great importance as the financial industry grapples with the challenge or risk management in a volatile and rapidly evolving world...read more

Product Description: Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification.Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward...read more

Product Description: Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems...read more (view table of contents, read Amazon.com's description)

Product Description: Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications...read more (view table of contents, read Amazon.com's description)