Search Results - "Portfolio management Mathematical models."

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

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

Portfolio optimization using fundamental indicators based on multi-objective EA by 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
Also available remotely for University of the Philippines System via SpringerLink. Click here to access thru EZproxy

The Kelly capital growth investment criterion theory and practice

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

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

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

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

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

Download the full-text here

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

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