|
Topic |
Type |
Author Name |
Title |
Updated |
Pub Date |
|
Overview, -Quest for invariance, -Estimation, -Projection, -Pricing, -Aggregation, -Attribution, -Evaluation, -Optimization, -Ex-post analysis |
Review |
Attilio Meucci |
(New!) "The Prayer" |
Mar-11 |
Apr-11 |
|
Textbook Exercises, -Portfolio construction, -Optimization |
Review |
Attilio Meucci |
Textbook: Portfolio Optimization (Mean-Variance, Cone Programming, Benchmark Allocation,...) |
Feb-08 |
Apr-05 |
|
| 