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Portfolio Management
Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
December 2013
A publication offering a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) may occur.
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Authors: Riccardo Rebonato, Alexander Denev
Editions: Cambridge University Press - pages

 
Portfolio Management
Introduction to Risk Parity and Budgeting (Chinese version)
June 2016
The Chinese version of this publication which provides a complete introduction to the risk budgeting approach.
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Authors: Thierry Roncalli
Editions: China Financial Publishing House - 413 pages
 

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Portfolio Management
Introduction to Risk Parity and Budgeting
July 2013
An up-to-date treatment of this alternative method to Markowitz optimization that builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy.
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Authors: Thierry Roncalli
Editions: Chapman & Hall/CRC Financial Mathematics Series - 440 pages

 
Financial Modeling
Rethinking Valuation and Pricing Models
November 2012
A publication providing a single source of ways to improve financial modeling in the post-crisis environment.
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Authors: Editors: Carsten Wehn, Christian Hoppe, Greg Gregoriou
Editions: Elsevier - 652 pages

 
Quantitative Finance
Mathematical Methods for Finance: Tools for Asset and Risk Management
October 2013
The mathematical and statistical tools needed in the rapidly growing quantitative finance field.
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Authors: Sergio M. Focardi, Frank J. Fabozzi, Turan G. Bali
Editions: Wiley - 320 pages

 
Risk Management
Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios
November 2013
A publication providing a better understanding of the latest developments in risk management in the post-Global Financial Crisis environment.
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Authors: Editors: Jonathan A. Batten, Peter MacKay, Niklas Wagner
Editions: Palgrave Macmillan - 440 pages

 
Entrepreneurial Finance
Entrepreneurial Finance and Accounting for High-Tech Companies
November 2016 (Forthcoming)
An accessible guide to the financial aspects of launching and operating a high-tech business in such areas as engineering, computing, and science, aimed at students and aspiring entrepreneurs who have no prior training in finance or accounting.
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Authors: Frank J. Fabozzi
Editions: The MIT Press - 432 pages

 
Infrastructure Investment
Infrastructure Valuation
March 2015
A practical guide that details the valuation of privately held infrastructure equity and debt.
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Authors: Frédéric Blanc-Brude, Majid Hasan
Editions: PEI - 256 pages

 
Financial Analysis
Analysis of Financial Statements (Third Edition)
November 2012
The fully updated Third Edition of the most trusted book on financial statement analysis.
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Authors: Pamela Peterson Drake, Frank J. Fabozzi, CFA
Editions: Wiley - 352 pages

 
Risk
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
January 2001
This book provides a thorough explanation of modern methods for pricing and hedging fixed-income securities (i.e. government bonds, corporate bonds, treasury bills, and interest rate derivatives, etc.)
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Authors: Lionel Martellini & Phillipe Priaulet
Editions: John Wiley & Sons - 350 pages

 
Alternative Investments
Hedge Funds: Myths and Limits
May 2002
Full coverage of how hedge funds work, from risks to rewards
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Authors: Francois-Serge Lhabitant
Editions: John Wiley & Sons - 288 pages

 
Performance
Portfolio Theory & Performance Analysis
February 2002
In the last ten years, commercial and technical innovations have been increasingly prevalent within the asset management industry. It therefore seems essential to allow both practitioners and researchers to situate these innovations within a clear and consistent conceptual framework.
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Authors: Noël Amenc & Véronique Le Sourd
Editions: economica - 330 pages

 
Asset Allocation
Quantitative Equity Portfolio Management
1998
The book describes the main quantitative methods used in managing equity portfolios. Following a presentation of the principal asset pricing models, i.e. DDM, CAPM and APT, the book presents the methods used for the active selection of securities based on these models. It then deals with the different types of index management: pure replication, synthetic replication and tilted index management. Lastly, a major section is dedicated to static and dynamic methods of portfolio insurance.
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Authors: Noël Amenc, Véronique Le Sourd
Editions: Economica - 106 pages

 
Performance
Portfolio Theory and Performance Analysis
September 2003
In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession.
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Authors: Noël Amenc, Véronique Le Sourd
Editions: John Wiley & Sons - 256 pages

 
Asset Allocation
Fixed Income Securities: Valuation, Risk Management and Portfolio Strategies
May 2003
The first comprehensive textbook for students studying fixed-income securities
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Authors: Lionel Martellini, Philippe Priaulet, Stephane Priaulet
Editions: John Wiley & Sons - 820 pages

 
Alternative Investment
"La Gestion Alternative"
23 January 2004
The first publication written in French to examine the present state of both the academic and professional knowledge of a subject which is still little known to investors and researchers in finance: hedge funds.
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Authors: Noël Amenc, Sébastien Bonnet, Gautier Henry, Lionel Martellini, Axel Weytens
Editions: Economica - 374 pages

 
Asset Allocation
The Handbook of European Fixed Income Securities
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Authors: Frank J. Fabozzi (Editor), Moorad Choudhry (Editor)
Editions: John Wiley & Sons - 1024 pages

 
Alternative Investments
Intelligent Hedge Fund Investing
March 2004
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Authors: Editor: Barry Schachter
Editions: Risk Books - 470 pages

 
Alternative Investments
Hedge Funds: Quantitative Insights
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A complete guide to portfolio techniques, asset allocation, performance measurement and product selection in the alternative investment world.
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Authors: François-Serge Lhabitant
Editions: Wiley - 354 pages

 
Alternative Investments
"Gestion Alternative : Origine, Stratégies, Performances"
2004
An introduction to the universe of alternative investment, and more specifically to that of alternative funds.
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Authors: François-Serge Lhabitant
Editions: Dunod - 320 pages

 
Alternative Investments
A Practitioner’s Guide to Alternative Investment Funds
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An examination of the fundamental structuring and operational issues that arise in connection with alternative investment funds.
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Editions: City & Financial Publishing - pages

 
Risk
Operational Risk: Practical Approaches to Implementation
March 2005
Topical, innovative and highly practical, this powerful new resource from Risk Books will help you successfully develop and enhance the operational risk function in your firm.
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Editions: Risk Books - 360 pages

 
Asset Allocation
The Handbook of Fixed Income Securities
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The world’s number 1 fixed income book, now with 21 all-new chapters.
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Editions: McGraw-Hill - 1,500 pages

 
Alternative Investments
Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation
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Leading hedge fund experts examine current trends, applications and theories in this in-depth look at hedge funds.
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Authors: Edited by Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou and Fabrice Rouah
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Alternative Investments
Directory of Fund of Hedge Funds 5th annual edition
October 31, 2005
The industry's largest printed Directory specific to Fund of Hedge Funds.
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Authors:
Editions: Alternative Asset Center - 1,033 pages

 
Asset Allocation
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies
December 2005
A guide to the state-of-the-art techniques used in the analysis of bonds and bond portfolio management.
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Authors: Editors: Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
Editions: John Wiley & Sons, Inc. - 576 pages

 
Portfolio Trading
The Euromoney Global Portfolio Trading Handbook 2005 / 06
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Portfolio trading has become a jewel in the otherwise tarnished equities crown as fund managers increasingly gather their trades into one basket to reduce costs in volatile stock markets. With the rapid increase in usage of this investment tool, different investment groups are realising the benefits associated with it. The third edition of The Euromoney Global Portfolio Trading Handbook analyses these benefits and provides valuable insights from a select consortium of respected trading professionals into how to improve performance and cut costs.
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Authors: Editor: Claire Evans
Editions: Euromoney - 174 pages

 
Risk
The Professional Risk Managers' Guide to Energy and Environmental Markets
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Edited by Peter C. Fusaro, with contributions from over 25 leading authors, The Professional Risk Managers' Guide to Energy and Environmental Markets brings these important and developing markets to life for all financial risk managers.
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Authors: Edited by Peter C. Fusaro
Editions: PRMIA Publications - pages

 
Alternative Investments
Hedge Funds: Crossing the Institutional Frontier
August 2006
A publication providing a detailed account of the key issues facing the hedge fund industry and strategies for hedge fund managers to gain success both over competitors and with investors, from leaders in the field.
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Authors: Editor: Sohail Jaffer
Editions: Euromoney Books - 189 pages

 
Alternative Investments
Handbuch Alternative Investments
August 2006
A handbook providing a comprehensive analysis of the alternative investment industry.
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Authors: Editors: Michael Busack, Dieter G. Kaiser
Editions: Gabler - Volume 1: 780 pages, Volume 2: 821 pages

 
Market Regulation
MiFID: Convergence towards a unified European capital markets industry
August 2006
With many organisations misunderstanding the implications of MiFID on the capital markets industry as a whole and more specifically on their own firm, developing a better understanding of this significant piece of regulation has become vitally important. Providing you with a single source of information on the newly issued regulation, this book includes its practicalities and a review of the potential impact on the industry.
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Authors: Jean-René Giraud & Catherine D’Hondt
Editions: Risk Books - 342 pages

 
Commodity Investing
Intelligent Commodity Investing: New Strategies and Practical Insights for Informed Decision Making
March 2007
As commodities move into the realm of respectable investments and with research continually demonstrating their attractiveness in an overall portfolio, this book provides institutional investors with a framework for intelligent commodity investing.
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Authors: Edited by Hilary Till and Joseph Eagleeye
Editions: Risk Books - 350 pages

 
Alternative Investments
Handbook of Hedge Funds
December 2006
A comprehensive guide to the burgeoning hedge fund industry for investors and fund and portfolio managers.
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Authors: François-Serge Lhabitant
Editions: Wiley - 654 pages

 
Alternative Assets
Handbook of Alternative Assets
October 2006
Both an introduction to the world of alternative assets and a reference for the active investor.
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Authors: Mark J.P. Anson
Editions: John Wiley & Sons Inc. - 720 pages

 
Performance
Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing
February 2008
A detailed look at the real role of liquidity in today's stock market.
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Authors: Editors: François-Serge Lhabitant, Greg N. Gregoriou
Editions: Wiley - 475 pages

 
Asset Allocation
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: Chinese translation
2007
A guide to the state-of-the-art techniques used in the analysis of bonds and bond portfolio management (Chinese translation).
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Authors: Editors: Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
Editions: Wiley Finance - 370 pages

 
Alternative Investments
Hedge funds - Origine, stratégies, performances (in French)
May 2008
A publication in French offering a comprehensive and structured approach to hedge funds / Un ouvrage offrant une approche complète et structurée de l'univers des hedge funds.
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Authors: François-Serge Lhabitant
Editions: Dunod - 400 pages

 
Credit Risk
Modelling Single-name and Multi-name Credit Derivatives
July 2008
An up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives.
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Authors: Dominic O'Kane
Editions: Wiley Finance - 514 pages

 
Finance
Handbook of Finance, 3 Volume Set
August 2008
A comprehensive 3-volume set that covers both established and cutting-edge theories and developments in finance and investing.
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Authors: Editor: Frank J. Fabozzi
Editions: Wiley - 2714 pages

 
Commodities
Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy
November 2008
A publication focusing on the risk management issues associated with both soft and hard commodities, bringing together some of the best authors in the field.
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Authors: Editor: Hélyette Geman
Editions: Wiley Finance - 320 pages

 
Asset Allocation
Dynamic Asset Allocation with Forwards and Futures
30 May 2005
An advanced text on the theory of forward and futures markets.
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Authors: Abraham Lioui, Patrice Poncet
Editions: Springer - 256 pages

 
Finance and Economics
Financial Econometrics: From Basics to Advanced Modeling Techniques
January 2007
A comprehensive guide to financial econometrics.
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Authors: Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašic
Editions: Wiley - 576 pages

 
Asset Allocation
Portfolio Management
July 2008
Portfolio management has advanced to a highly specialised and quantitative discipline. This volume provides an overview of the theoretical framework underlying portfolio management as well as an insight into current trends.
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Authors: Bernd Scherer
Editions: Risk Books - 250 pages

 
Regulation
Investment Management Law and Practice
January 2010
The only trans-atlantic work addressing the legal and regulatory position in the UK and US.
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Authors: Edited by Timothy Spangler
Editions: Oxford University Press - 1,520 pages

 
Portfolio Management
Financial Modeling of the Equity Market: From CAPM to Cointegration
January 2006
An inside look at modern approaches to modeling equity portfolios.
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Authors: Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Editions: Wiley Finance - 651 pages

 
Portfolio Management
Quantitative Equity Investing: Techniques and Strategies
March 2010
A comprehensive look at the tools and techniques used in quantitative equity management.
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Authors: Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Editions: Wiley Finance - 528 pages

 
Portfolio Management
Robust Portfolio Optimization and Management
June 2007
A technically rigorous but accessible guide to the latest advances in portfolio construction.
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Authors: Frank J. Fabozzi, CFA, Petter N. Kolm, Dessislava Pachamanova, Sergio M. Focardi
Editions: Wiley Finance - 495 pages

 
Portfolio Management
The Mathematics of Financial Modeling and Investment Management
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A publication covering a wide range of technical topics in mathematics and finance, enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations.
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Authors: Sergio M. Focardi, Frank J. Fabozzi
Editions: Wiley Finance - 800 pages

 
Risk Management
Risk Management: Framework, Methods, and Practice
January 1998
A concise and readable publication covering both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility.
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Authors: Sergio M. Focardi, Caroline Jonas
Editions: Wiley Finance - 219 pages

 
Portfolio Management
Modeling the Market: New Theories and Techniques
January 1997
A publication looking at the progress made, both in practice and in theory, toward producing a usable model of the market.
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Authors: Sergio M. Focardi, Caroline Jonas
Editions: Wiley Finance - 301 pages

 
Portfolio Management
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
April 2008
A groundbreaking book extending traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.
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Authors: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi, CFA
Editions: Wiley - 382 pages

 
Private Equity
A Practitioner’s Guide to Private Equity
April 2009
A comprehensive guide to the private equity and venture capital industry.
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this book
Authors: Consulting Editors: Mark Soundy, Weil, Gotshal & Manges LLP; Tim Spangler, Kaye Scholer LLP; Alison Hampton, HgCapital
Editions: City & Financial Publishing - 723 pages

 
Regulation
The Law of Private Investment Funds
February 2008
A practical analysis of the legal and regulatory issues that arise from the structure and marketing of private investment funds both from the UK and US perspective.
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Authors: Timothy Spangler
Editions: Oxford University Press - 280 pages

 
Finance and Economics
Handbook of Financial Econometrics - Volume 1: Tools and Techniques
September 2009
A collection of original articles, shining a bright light on recent advances in financial econometrics.
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Authors: Editors: Yacine Ait-Sahalia, Lars Hansen
Editions: Elsevier - 808 pages

 
Portfolio Management
Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques
December 2009
A comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.
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Authors: Editor: John B. Guerard, Jr.
Editions: Springer - 792 pages

 
Financial Data Management
Handbook on Information Technology in Finance
2008
A handbook containing surveys of state-of-the-art concepts, systems, applications, best practices as well as contemporary research in the intersection between IT and finance.
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this book
Authors: Editors: Detlef Seese, Christof Weinhardt, Frank Schlottmann
Editions: Springer - 800 pages

 
Computational Methods in Finance
Handbook of Computational and Numerical Methods in Finance
June 2004
Current research and survey articles focusing on various numerical methods in finance.
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Authors: Editors: Svetlozar T.Rachev, George A. Anastassiou
Editions: Birkhäuser - 435 pages

 
Risk
Risk Assessment: Decisions in Banking and Finance
December 2008
A discussion of new developments in assessing and managing risk.
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Authors: Editors: Georg Bol, Svetlozar T. Rachev, Reinhold Würth
Editions: Physica-Verlag Heidelberg - 286 pages

 
Data Analysis
Data Analysis and Decision Support
August 2005
Recent advances in data analysis and decision support.
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this book
Authors: Editors: Daniel Baier, Reinhold Decker, Lars Schmidt-Thieme
Editions: Springer - 352 pages

 
Quantitative Finance
Probability and Statistics for Finance
September 2010
A comprehensive look at how probability and statistics is applied to the investment process.
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this book
Authors: Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi, Sergio M. Focardi
Editions: Wiley Finance - 672 pages

 
Regulation
The Banking Crisis Handbook
December 2009
A handbook exploring the origin of the recent banking crisis and how to preclude future crises.
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this book
Authors: Editor: Greg N. Gregoriou
Editions: CRC Press, Taylor & Francis Group - 628 pages

 
Alternative Investments
Introduction aux Hedge Funds, 2ème édition (French)
March 2010
Ecrit par l'un des meilleurs spécialistes européens du sujet, ce livre a pour vocation de permettre aux lecteurs de connaître en profondeur l'industrie des hedge funds et ses spécificités.
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Authors: Daniel Capocci
Editions: Economica - 548 pages

 
Portfolio Management
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
December 2010
A publication proposing new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques.
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Authors: Edited by Greg N. Gregoriou and Razvan Pascalau
Editions: Palgrave Macmillan - 257 pages

 
Asset Pricing
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
December 2010
A book proposing new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis.
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Authors: Edited by Greg N. Gregoriou and Razvan Pascalau
Editions: Palgrave Macmillan - 206 pages

 
Asset Pricing
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
December 2010
A publication proposing new methods to value equity and model the Markowitz efficient frontier using Markov switching models.
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Authors: Edited by Greg N. Gregoriou and Razvan Pascalau
Editions: Palgrave Macmillan - 196 pages

 
Financial Modelling
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
December 2010
A book assessing several competing forecasting models for interest rates, financial returns, and realized volatility, and proposing new forecasting tools.
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Authors: Edited by Greg N. Gregoriou and Razvan Pascalau
Editions: Palgrave Macmillan - 195 pages

 
Portfolio Management
Portfolio Construction and Risk Budgeting (4th Edition)
October 2010
A publication providing a critical review of a range of portfolio management techniques, highlighting strengths, weaknesses and how to implement quantitatively-driven portfolio construction.
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Authors: Editor: Bernd Scherer
Editions: Risk Books - pages

 
Investment Management
Investment Management after the Global Financial Crisis
October 2010
The investment industry was severely affected by the global financial crisis of 2007–2009, and changes will have to occur. In this monograph, investment industry players, observers, recruiters, and academics offer their opinions and ideas about what they think the most profound changes are going to be.
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Authors: Frank J. Fabozzi, Sergio M. Focardi, Caroline Jonas
Editions: Research Foundation Publications (CFA Institute) - 154 pages

 
Commodities
The Handbook of Commodity Investing
July 2008
A detailed guide to the commodity investment industry.
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Authors: Editors: Frank J. Fabozzi, Roland Fuss, Dieter G. Kaiser
Editions: Wiley - 986 pages

 
Commodities
The Professional Risk Managers' Guide to the Energy Market
January 2008
Expert analysis on the energy market from veteran analysts and global professionals.
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Authors: Professional Risk Managers' International Association (PRMIA)
Editions: McGraw Hill - 400 pages

 
Risk Management
The New Generation of Risk Management for Hedge Funds and Private Equity Investments
2003
This book ensures institutional investors and private investors have the information they need to be able to evaluate their investment advice and effectively allocate and manage their alternative investment strategies.
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this book
Authors: Edited by Lars Jaeger
Editions: Institutional Investor Books - 462 pages

 
Portfolio Management
Core-Satellite Portfolio Management: A Modern Approach for Professionally Managed Funds
December 2004
An innovative approach that combines indexed and active management to lower risk while enhancing growth potential.
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Authors: Editor: J. Clay Singleton
Editions: McGraw Hill - 400 pages

 
Portfolio Management
The Handbook of Inflation Hedging Investments
February 2006
A book discussing effective inflation protection vehicles, along with strategies for integrating them into diversified professional portfolios.
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Authors: Editor: Robert Greer
Editions: McGraw Hill - 320 pages

 
Performance
Portfolio Analysis: Advanced Topics in Performance Measurement, Risk and Attribution
March 2006
A book drawing upon the experience of key global practitioners and leading industry authors, to quickly update knowledge and skills on advanced topics within performance measurement, risk, attribution and evaluation.
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Authors: Editor: Timothy P. Ryan
Editions: Risk Books - pages

 
Alternative Investments
Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties
July 2006
The first book to present rigorous academic research by some of the leading lights in academic finance, carefully analyzing the broad array of issues involved in funds of hedge funds.
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Authors: Editor: Greg Gregoriou
Editions: Elsevier Finance - 496 pages

 
Alternative Investments
Hedge Fund & Investment Management
November 2005
A book explaining the different types of funds as well as covering the key issues in every type of Hedge Fund.
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this book
Authors: Editor: Izzy Nelken
Editions: Elsevier Finance - 352 pages

 
Fixed-Income Strategies
Modeling the Term Structure of Interest Rates: A Review of the Literature
August 2010
A survey providing a comprehensive review of the continuous time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.
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Authors: Rajna Gibson, François-Serge Lhabitant, Denis Talay
Editions: Now Publishers - 172 pages

 
ALM and Asset Management
Asset and Liability Management Handbook
March 2011
A handbook bringing together state-of-the-art quantitative decision models for asset and liability management in respect of pension funds, insurance companies and banks.
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Authors: Editors: Gautam Mitra, Katharina Schwaiger
Editions: Palgrave Macmillan - 552 pages

 
Business Analysis
Handbook of Short Selling
October 2011
A comprehensive examination of short selling, shedding new light on the ways that it uncovers market forces and can yield profitable trades.
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Authors: Editor: Greg N. Gregoriou
Editions: Elsevier Inc. - 624 pages

 
Alternative Investments
Research Handbook On Hedge Funds, Private Equity And Alternative Investments
February 2012
A unique and detailed handbook providing a comprehensive source of analysis and research on alternative investment funds in the EU, the US and other leading jurisdictions.
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Authors: Editor: Phoebus Athanassiou
Editions: Edward Elgar Publishing - 500 pages

 
Portfolio Management
Equity Valuation and Portfolio Management
October 2011
A detailed look at equity valuation and portfolio management.
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Authors: Editors: Frank J. Fabozzi, Harry M. Markowitz
Editions: Wiley Finance - 576 pages

 
Asset Allocation
Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques, 2nd Edition
October 2011
An up-to-date look at the latest innovations in mortgage-backed securities.
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Authors: Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Editions: Wiley Finance - 352 pages

 
Financial Economics
Financial Economics
October 2011
An introduction to basic financial ideas through a strong grounding in microeconomic theory.
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Authors: Frank J. Fabozzi, Ted Neave, Guofu Zhou
Editions: Wiley Finance - 672 pages

 
Alternative Investments
Encyclopedia of Alternative Investments
August 2008
An authoritative source on alternative investments, focusing on hedge funds, managed futures, commodities, and venture capital.
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Authors: Edited by Greg. N. Gregoriou
Editions: Chapman & Hall / CRC Press - 592 pages

 
Alternative Investments
BarclayHedge Directory of Funds of Hedge Funds, 7th Annual Edition, 2008
2008
A detailed and comprehensive directory specific to the global fund of hedge fund universe.
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Authors:
Editions: BarclayHedge - pages

 
Alternative Investments
Hedge Fund Replication
November 2011
A publication providing a valuable insight into the thinking behind hedge fund replication and shedding light on different issues regarding the construction of hedge fund clones and how they should be considered.
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Authors: Editors: Greg N. Gregoriou, Maher Kooli
Editions: Palgrave Macmillan - 224 pages

 
Portfolio Management
The Oxford Handbook of Quantitative Asset Management
December 2011
A publication exploring major themes in current theoretical and practical use and spanning all aspects of a modern quantitative investment organisation.
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Authors: Editors: Bernd Scherer, Kenneth Winston
Editions: Oxford University Press - 536 pages

 
Fixed-Income Securities
Bond Markets, Analysis and Strategies (8th edition)
January 2012
An applied approach to understanding bond markets.
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Authors: Frank J. Fabozzi
Editions: Prentice Hall - 744 pages

 
Fixed-Income Securities
The Handbook of Fixed Income Securities (8th edition)
December 2011
The definitive guide to Fixed Income Securities, revised and updated for the new era of investing.
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Authors: Edited by: Frank J. Fabozzi, Steven V. Mann
Editions: McGraw Hill - 1536 pages

 
Financial Modeling
Encyclopedia of Financial Models, 3 Volume Set
November 2012
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling.
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Authors: Frank J. Fabozzi
Editions: Wiley - 2100 pages

 
Risk Management
A Probability Metrics Approach to Financial Risk Measures
January 2011
A publication relating the field of probability metrics and risk measures to one another and applying them to finance for the first time.
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Authors: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Editions: Wiley-Blackwell - 392 pages

 
Investment Management
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, 2nd Edition
April 2011
A comprehensive investment management resource combining real-world financial knowledge with investment management theory to provide the practical guidance needed to succeed within the investment management arena.
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Authors: Editors: Frank J. Fabozzi, Harry M. Markowitz
Editions: Wiley - 682 pages

 
Investment Management
Challenges in Quantitative Equity Management
April 2008
Quantitative equity management has mushroomed recently and now represents a respectable fraction of equity asset management. But since mid-2007, it has been facing its first widespread crisis—with many quantitative managers underperforming all at once and by large margins. Using a survey plus conversation method, the authors of this lively and comprehensive book probe the minds of “quants” who are actively using factor models and security-level optimization to manage stock portfolios.
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Authors: Frank J. Fabozzi, Sergio M. Focardi, Caroline Jonas
Editions: Research Foundation Publications (CFA Institute) - 110 pages

 
Risk Management
Liability Hedging and Portfolio Choice
December 2005
The first book of its kind, that provides a detailed analysis of the interplay between liability calculations, the use of derivatives (including the highly innovative market in inflation derivatives), accounting rules and corporate finance.
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Authors: Bernd Scherer
Editions: Risk Books - 300 pages

 
Financial Economics
Introduction to the Economics and Mathematics of Financial Markets
March 2004
A publication providing a rigourous overview of the subject of financial economics.
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Authors: Jaksa Cvitanic, Fernando Zapatero
Editions: The MIT Press - 516 pages

 
Portfolio Management
Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
2005
A practical handbook filling the gap between current university instruction and industry practice.
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Authors: Bernd Scherer, R. Douglas Martin
Editions: Springer - 410 pages

 
Portfolio Management
Portfolio Construction and Risk Budgeting (Third Edition)
February 2007
A publication that expands on the comprehensive treatment of alternative portfolio construction techniques and discusses the area of risk budgeting from an asset management perspective, providing a critical review of a range of portfolio techniques.
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Authors: Bernd Scherer
Editions: Risk Books - 300 pages

 
Portfolio Management
Portfolio Construction and Analytics
May 2016
A detailed, multi-disciplinary approach to investment analytics, providing an up-to-date understanding of the analytic investment process for students and professionals alike.
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Authors: Frank J. Fabozzi, Dessislava A. Pachamanova
Editions: Wiley - 624 pages

 
Portfolio Management
Robust Equity Portfolio Management
January 2016
A comprehensive portfolio optimisation guide, with provided MATLAB code.
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Authors: Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi
Editions: John Wiley & Sons - 256 pages

 
Interest-Rate Modeling
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
2002
A publication combining an accessible exposition of the foundations of the LIBOR market model framework with extensive guidance on the calibration and implementation of the models in practice.
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Authors: Riccardo Rebonato
Editions: Princeton University Press - 488 pages

 
Interest-Rate Modeling
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
March 2009
A publication presenting a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
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Authors: Riccardo Rebonato, Kenneth McKay, Richard White
Editions: Wiley - 296 pages

 
Interest-Rate Modeling
Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (2nd Edition)
1999
A revised and updated edition of this publication dedicated to the modelling of exotic interest-rate options.
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Authors: Riccardo Rebonato
Editions: Wiley Series in Financial Engineering - 545 pages

 
Regulation
The Law of Private Investment Funds (Second Edition)
September 2012
This new edition offers a practical analysis of the legal and regulatory issues that arise in connection with the structuring, formation, and operation of private investment funds.
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Authors: Timothy Spangler
Editions: Oxford University Press - 328 pages

 
Applied Mathematics
The Methods of Distances in the Theory of Probability and Statistics
January 2013
A publication covering the method of metric distances and its application in probability theory and other fields.
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Authors: Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
Editions: Springer - 662 pages

 
Portfolio Management
Financial Advice and Investment Decisions: A Manifesto for Change
November 2013
A practical guide to post-crisis portfolio management solutions.
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Authors: Jarrod W. Wilcox, Frank J. Fabozzi
Editions: Wiley - 352 pages

 
Social Sciences
Green Growth: From Theory to Action, From Practice to Power
November 2013
A publication which examines the theme of globalisation, the environment and the challenges of technology, and elucidates problems raised by these issues, providing a forum for critical reflection in the two domains of theory and practice, on the one hand, and action and power, on the other.
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Authors: Editors: Stéphanie Bory, Muriel Cassel-Piccot
Editions: Cambridge Scholars Publishing - 270 pages

 
Investment Management
Opportunities in Emerging Markets: Investing in the Economies of Tomorrow
January 2013
An excellent overview of the world's toughest frontier markets and how to conquer them.
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Authors: Gordian Gaeta
Editions: Wiley - 350 pages

 
Alternative Investments
Global Macro: Theory and Practice
November 2012
The authoritative guide and reference tool for global macro investing.
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Authors: Editor: Andrew Rozanov
Editions: Risk Books - pages

 
Capital Markets
Capital Markets: Institutions, Instruments, and Risk Management (5th edition)
October 2015
A publication providing comprehensive coverage of all aspects of capital markets.
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Authors: Frank J. Fabozzi
Editions: MIT Press - 1088 pages

 
Indexes and Benchmarking
Risk-Based and Factor Investing
November 2015
A collection of cutting-edge research articles from leaders in the field of risk-based and factor investing, aimed at portfolio managers, asset owners, consultants, academics and students who wish to further their understanding.
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Authors: Editor: Emmanuel Jurczenko
Editions: Elsevier - 486 pages

 
Portfolio Management
Portfolio Theory and Management
February 2013
A publication that provides a comprehensive discussion of portfolio theory and management, empirical work, and practice, blending the conceptual world of scholars with the pragmatic view of practitioners, and synthesising important and relevant research studies in a succinct and clear manner.
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Authors: Editors: H. Kent Baker, Greg Filbeck
Editions: Oxford University Press - 672 pages

 
Finance
Handbooks of Asian Finance
July 2014
This comprehensive research collection probes the sources of Asian wealth and unique aspects of Asian financial markets and activities.
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Authors: Editors: David Lee, Greg Gregoriou
Editions: Elsevier - 1120 pages

 
Alternative Investments
Handbook of Hedge Funds: Chinese edition
January 2014
A comprehensive guide to the burgeoning hedge fund industry for investors and fund and portfolio managers.
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Authors: François-Serge Lhabitant
Editions: Wiley / Shanghai Jiaotong University Press - 660 pages

 
Alternative Investments
One Step Ahead: Private Equity and Hedge Funds After the Global Financial Crisis
September 2013
An essential guide to understanding how private equity and hedge funds actually work, from start-ups to complex global firms, and the impact of their investments in both public and private markets around the world.
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Authors: Timothy Spangler
Editions: Oneworld Publications - 352 pages

 
Investment Management
The Three Simple Rules of Investing: Why Everything You've Heard about Investing Is Wrong - and What to Do Instead
July 2014
The most powerful guide yet published for what investors should and should not do to protect and grow their investments.
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Authors: Michael Edesess, Kwok L. Tsui, Carol Fabbri, George Peacock
Editions: McGraw Hill - 336 pages

 
Alternative Investments
Reconsidering Funds of Hedge Funds
March 2013
The only Funds of Hedge Funds handbook that addresses UCITS, due diligence, risk management, and tail risk for finance researchers and professionals.
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Authors: Edited by: Greg Gregoriou
Editions: Elsevier - 624 pages

 
Indexes and Benchmarking
ETFs and Indexing in European Markets
Summer 2012
The latest innovations in Exchange-Traded Funds and Indexing, written by leading practitioners using these instruments and by academics offering insightful research.
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Authors: Editors: Brian R. Bruce, Deborah Fuhr
Editions: Institutional Investor Guides - 153 pages

 
Risk Management
Perspectives on Energy Risk
March 2014
Collaboration, competition and conflict among nation states for energy resources have created global, geopolitical and market risks. In this volume, academic scholars and practitioners assess these risks from global, geopolitical and market perspectives.
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Authors: Editors: André Dorsman, Timur Gök, Mehmet Baha Karan
Editions: Springer - 220 pages
 

 
Quantitative Finance
The Basics of Econometrics: Tools, Concepts, and Asset Management Applications
April 2014
An accessible guide to the growing field of financial econometrics.
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Authors: Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev, Bala G. Arshanapalli with Markus Hoechstoetter
Editions: Wiley - 432 pages