Forecasting Expected Returns in the Financial Markets

Derivatives and Hedge Funds

Asset Management: Portfolio Construction, Performance and Returns

Forecasting Volatility in the Financial Markets: Edition 2

Managing Downside Risk in Financial Markets

Linear Factor Models in Finance

The Analytics of Risk Model Validation

Asymmetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns

Asymmetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns

Return Distributions in Finance

Forecasting Volatility in the Financial Markets: Edition 3

Performance Measurement in Finance

Advanced Trading Rules: Edition 2