Oxford handbook of quantitative asset management / edited by Bernd Scherer and Kenneth Winston.

Includes bibliographical references and index.

Contents:
1. Introduction-Bernd Scherer and Kenneth Winston
Part 1- Portfolio Optimization;
2. Recent Advances In Portfolio Optimization / Reha H. Tutuncu;
3. Practical Optimization of Enhanced Active Equity Portfolios / Bruce I Jacobs, Kenneth N Levy, and David Starer;
4. To Optimize or Not to Optimize: Is That The Question? / Sebastián Ceria;

Part 2-Portfolio Construction Processes;
5. Adding The Time Dimension: Optimal Rebalancing / Mark Kritzman, Simon Myrgren, and Sebastien Page;
6. Bayesian Methods In Investing / Colm O’Cinneide;
7. Fund-of-Funds Construction by Statistical Multiple Testing Methods/ Michael Wolf and Dan Wunderli;
8. Hedge Fund Clones / Nils Tuchschmid, Erik Wallerstein, and Sassan Zaker;

Part 3-Investment Management Behavior;
9. Decentralized Decision Making In Investment Management / Jules H. van Binsbergen, Michael W. Brandt, and Ralph S. J. Koijen;
10. Performance Based Fees, Incentives, and Dynamic Tracking Error Choice / Bernd Scherer and Xiaodong Xu;

Part 4-Parameter Estimation;
11. Robust Betas In Asset Management/ Heiko M. Bailer, Tatiana A. Maravina, and R. Douglas Martin;
12. The Informational Content Of Financial Options For Quantitative Asset Management: Areview / Daniel Giamouridis and George Skiadopoulos
13. Parameter Uncertainty in Asset Allocation / Campbell R. Harvey, John C. Liechty, and Merrill W. Liechty;

Part 5-Risk Management;
14. Equity Factor Models: Estimation And Extensions / Dan diBartolomeo;
15. Fixed Income Investment Risk / Kenneth Winston;
16. Risk Management for Long-Short Portfolios / Thomas Hewett and Kenneth Winston;

Part 6- Market Structure and Trading;
17. Algorithmic Trading, Optimal Execution, and Dyna Mic Port Folios / Petter N Kolm and Lee Maclin;
18. Transaction Costs And Equity Portfolio Capacity Analysis/Yossi Brandes, Ian Domowitz, and Vitaly Serbin;

Part 7-Investment Solutions;
19. Pension Funds and Corporate Enterprise Risk Management/Michael Peskin;
20. Pricing Embedded Options In Value-Based Asset Liability Management/Roy P. M. M Hoevenaars’
21. Asset Liability Management For Sovereign Wealth Funds/ Francis Breedon and Robert Kosowski;
Index.