Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022
Information and Management -- Chapter 11. Optimization with Performance-Attribution Constraints -- Chapter 12. Option Pricing … and predictive return estimation; model backtesting; a complete spectrum of risk assessment and management tools with an … Investment Trusts meet Modern Portfolio Theory and Quantitative Risk Management. This book takes you all the way from an in depth …