Rezultaty - "Portfolio management Mathematical models."

Active portfolio management a quantitative approach for providing superior returns and controlling risk od Grinold, Richard C.

Introduction to mathematical portfolio theory od Joshi, Mark S., Paterson, Jane M.

Portfolio optimization using fundamental indicators based on multi-objective EA od Silva, Antonio Daniel, Neves, Rui F. M. F., Horta, Nuno C. G.

Available for University of the Philippines System via SpringerLink. Click here to access
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The Kelly capital growth investment criterion theory and practice

A multivariate model of strategic asset allocation od Campbell, John Y.

Knowledge portfolios and the organization innovation networks. od Cowan, Robin

Quantitative analysis for investment management od Taggart, Robert A. (Robert Alexander) 1946-

Mean-variance analysis in portfolio choice and capital markets od Markowitz, Harry Max 1927-

A keynesian model of aggregate demand and supply od Encarnacion, Jose Jr

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Portfolio choice problems an introductory survey of single and multiperiod models od Chapados, Nicolas

Available for University of the Philippines Diliman via SpringerLink. Click here to access