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Advances in risk management
Gregoriou, Greg N., (2007)
Quantitative fund management
Dempster, Michael A. H., (2009)
Dynamic conditional correlation models and portfolio risk management
Bauer, Frederik, (2011)
The Analytics of Risk Model Validation.
Christodoulakis, George A., (2007)
Linear Factor Models in Finance.
Knight, John, (2004)
Advances in Portfolio Construction and Implementation.
Satchell, Stephen, (2003)