This uniquely comprehensive guide provides expert insights into everything from financial mathematics to the practical realities of asset allocation and pricing

While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelmi

In our daily life, almost every family owns a portfolio of assets. This portfolio could contain real assets such as a car, or a house, as well as financial asse

This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the ni

Reveals new methodologies for asset pricing within a global asset allocation framework. Contains cutting-edge empirical research on global markets and sectors o