Credit Risk Modeling David Lando Reviewed by Mark Kritzman My Life As A Quant Reflections on Physics and Finance Emanuel Derman Reviewed by Mark Kritzman View PDF… Read more
Book Reviews
BOOK REVIEWS: The Wisdom of Crowds / The Oxford Guide to Financial Modeling
The Wisdom of Crowds James Surowiecki Reviewed by Craig W. French The Oxford Guide to Financial Modeling Thomas S.Y. Ho and Sang Bin Lee Reviewed by Mark Kritzman View PDF… Read more
BOOK REVIEWS: Capital–The Story of Long-Term Investment Excellence / Asset Pricing and Portfolio Performance
Capital-The Story of Long-Term Investment Excellence Charles Ellis Reviewed by Edouard Sterling Asset Pricing and Portfolio Performance Robert Korajczyk Reviewed by Craig W. French View PDF… Read more
BOOK REVIEWS: The Bond King: Investment Secrets From PIMCO’s Bill Gross / Portfolio Theory and Performance Analysis
The Bond King: Investment Secrets From Pimco’s Bill Gross Timothy Middleton Reviewed by Bruce Grantier Portfolio Theory and Performance Analysis Noel Amenc and Veronique Le Sourd Reviewed by Craig W. French View PDF… Read more
BOOK REVIEWS: Beyond the Random Walk / Investment Management Portfolio Diversification, Risk, and Timing – Fact and Fiction
Beyond the Random Walk Vijay Singal Reviewed by Mark Kritzman Investment Management Portfolio Diversification, Risk, and Timing – Fact and Fiction Robert L. Hagin Reviewed by Oliver Campbell View PDF… Read more
BOOK REVIEWS: Worry-Free Investing: A Safe Approach to Achieving Your Lifetime Financial Goals / Modern Investment Management: An Equilibrium Approach
Worry-Free Investing: A Safe Approach to Achieving Your Lifetime Financial Goals Zvi Bodie and Michael Clowes Reviewed by Thomas J. Connelly Modern Investment Management: An Equilibrium Approach Bob Litterman Reviewed by Edouard Stirling View PDF… Read more
BOOK REVIEWS: Asset Pricing / Credit Risk
Asset Pricing John H. Cochrane Reviewed by Craig W. French Credit Risk Darrell Duffie and Kenneth Singleton Reviewed by Lisa R. Goldberg View PDF… Read more
BOOK REVIEWS: Iceberg Risk: An Adventure in Portfolio Theory / Practical Spectulation
Iceberg Risk: An Adventure in Portfolio Theory Kent Osband Reviewed by Craig W. French Practical Speculation Victor Niederhoffer and Laurel Kenner Reviewed by Mark Kritzman View PDF… Read more
BOOK REVIEWS: All About Hedge Funds /Trading and Exchanges
All About Hedge Funds Robert A. Jaeger Reviewed by Mark Kritzman Trading and Exchanges Larry Harris Reviewed by Mark Kritzman View PDF… Read more