Risk and Asset Allocation (2005. Corr. 3rd Printing 2007)Hardcover - 2005. Corr. 3rd Printing 2007, 8 June 2005

Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk

The book is software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site