Books

In Pursuit of the Perfect Portfolio

2021

Biological Economics, Volumes 1 and 2

2018

Adaptive Markets

2017

Quantifying Systemic Risk

2013

Rethinking the Financial Crisis

2012

Hedge Funds: An Analytic Perspective

2010 Revised Edition

The Heretics of Finance

2009

International Library of Financial Econometrics, Volumes I – V

2007

Computational Finance 1999

2000

A Non-Random Walk Down Wall Street

1999

Market Efficiency: Stock Market Behaviour In Theory and Practice, Volumes I & II

1997

The Econometrics of Financial Markets

1997

The Industrial Organization and Regulation of the Securities Industry

1995