Efficient-frontier Books
Efficient-frontier Books sorted by
Average customer review: high to low
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Design Outlaws on the Ecological Frontier
Published in Paperback by Knossus Publishers (1997-04)
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Average review score: 
Seminal Work
Helpful Votes: 37 out of 45 total.
Review Date: 1999-12-23
Review Date: 1999-12-23
This book is one of the only works that addresses the topic of Ecological Design in an in-depth manner. Moreover, it focuses
on the progenitors of this movement - the design outlaws that had the courage to forge entirely new and radical paths in
art, design, science and technology. Powerful stuff - important message - innovative and engaging subject matter.
The Paradox of Asset Pricing (Frontiers of Economic Research)
Published in Hardcover by Princeton University Press (2002-01-21)
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Average review score:
Serious Finance
Helpful Votes: 1 out of 2 total.
Review Date: 2007-06-27
Review Date: 2007-06-27
This book and John Cochrane's "asset pricing" complement each other very well. Bossaerts discuss extremely important and overlooked
issues in asset pricing theory and empirics in a very compelling way.
As a practitioner with an advanced degree, i found it a valuable read, and recomend "the paradox" to any serious finance practitioner or graduate student.
Let me end quoting the book (p.84):
"Asset pricing theory is both elegant and logically compelling. It is a nice piece of applied mathematics. But this is not suficient to conclude that it has scientic merit. To establish the latter, its predictions need to be verified in a variety of contexts."
Couldn't agree more.
As a practitioner with an advanced degree, i found it a valuable read, and recomend "the paradox" to any serious finance practitioner or graduate student.
Let me end quoting the book (p.84):
"Asset pricing theory is both elegant and logically compelling. It is a nice piece of applied mathematics. But this is not suficient to conclude that it has scientic merit. To establish the latter, its predictions need to be verified in a variety of contexts."
Couldn't agree more.
Approximation Methods for Efficient Learning of Bayesian Networks: Volume 168 Frontiers in Artificial Intelligence and Applications
(Frontiers in Artifical Intelligence and Applications)
Published in Paperback by IOS Press (2008-01-15)
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Asset and liability management under a continuous-time mean-variance optimization framework [An article from: Insurance Mathematics
and Economics]
Published in Digital by Elsevier (2006-12-01)
List price: $10.95
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Autocorrelation, investment horizon and efficient frontier composition (Faculty working papers)
Published in Unknown Binding by College of Commerce and Business Administration, University of Illinois at Urbana-Champaign (1978)
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Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier: Lognormal vs.
normal distribution (BEBR faculty working paper)
Published in Unknown Binding by College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois, Urbana-Champaign (1981)
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Deriving a thrift institution's efficient frontiers in constrained and unconstrained environments (Research Working paper)
Published in Unknown Binding by Federal Home Loan Bank Board, Office of Policy and Economic Research (1985)
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Efficient Branch and Bound Search with Application to Computer-Aided Design (Frontiers in Electronic Testing)
Published in Hardcover by Springer (1995-12-31)
List price: $152.00
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An efficient frontier for international portfolios with commodity assets (Policy research working paper)
Published in Unknown Binding by World Bank, International Economics Department, International Trade Division (1994)
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An efficient frontier for participating policies in a continuous-time economy [An article from: Insurance Mathematics and
Economics]
Published in Digital by Elsevier (2004-12-06)
List price: $8.95
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