Forecasting Volatility in the Financial Markets: Edition 2

Return Distributions in Finance

Asset Management: Portfolio Construction, Performance and Returns

Forecasting Expected Returns in the Financial Markets

Derivatives and Hedge Funds

Managing Downside Risk in Financial Markets

Performance Measurement in Finance

The Analytics of Risk Model Validation

Advanced Trading Rules: Edition 2

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

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

Linear Factor Models in Finance

Advances in Portfolio Construction and Implementation