Portfolio Risk Analysis

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market
behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective.

Forecasting Financial Markets: The Psychology of Successful Investing, Sixth Edition

Forecasting Financial Markets provides a compelling insight into the psychology of trading behavior and shows how "following the herd" can have disastrous results. It demonstrates how one's ability to make money in the world's financial markets depends critically on an ability to make decisions independently of the crowd.