Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond m

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performan

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enabl