The Oxford Handbook of Quantitative Asset Management

1: Introduction
Part I: Portfolio Optimization
2: Reha Tütüncü: Recent Advances in Portfolio Optimization
3: Bruce I. Jacobs, Kenneth N. Levy, and David Starer: Practical Optimization of Enhanced Active Equity Portfolios
4: Sebastián Ceria: To Optimize or Not to Optimize: Is that the Question?
Part II: Portfolio Construction Processes
5: Mark Kritzman, Simon Myrgren, and Sébastien Page: Adding the Time Dimension: Optimal Rebalancing
6: Colm O'Cinneide: Bayesian Methods in Investing
7: Michael Wolf and Dan Wunderli: Fund-of-Funds Construction by Statistical Multiple Testing Methods
8: Nils Tuchschmid, Eric Wallerstein, and Sassan Zaker: Hedge Fund Clones
Part III: Investment Management Behavior
9: Jules H. van Binsbergen, Michael W. Brandt, and Ralph S.J. Koijen: Decentralized Decision Making in Investment Management
10: Bernhard Scherer and Xiaodong Xu: Performance Based Fees, Incentives and Dynamic Tracking Error Choice
Part IV: Parameter Estimation
11: Heiko M. Bailer, Tatiana A. Maravina, and R. Douglas Martin: Robust Betas in Asset Management
12: Daniel Giamouridis and George Skiadopolous: Extracting Asset Allocation Inputs from Option Prices
13: Campbell R. Harvey, John C. Liechty, and Merrill W. Liechty: Parameter Uncertainty in Asset Allocation
Part V: Risk Management
14: Dan diBartolomeo: 12. Equity Factor Models: Estimation and Extensions
15: Kenneth Winston: Fixed Income Investment Risk
16: Thomas Hewett and Kenneth Winston: Risk Management for Long-short Portfolios
Part VI: Market Structure and Trading
17: Petter N. Kolm and Lee Maclin: Algorithmic Trading, Optimal Execution, and Dynamic Portfolios
18: Yossi Brandes, Ian Domowitz, and Vitaly Serbin: Transaction Costs and Equity Portfolio Capacity Analysis
Part VII: Investment Solutions
19: Michael Peskin: Pension Funds and Corporate Enterprise Risk Management
20: Roy P.M.M. Hoevenaars: Pricing Embedded Options in Value Based Asset Liability Management
21: Francis Breedon and Robert Kosowski: Asset Liability Management for Sovereign Wealth Funds

Edited by Bernd Scherer, Professor of Finance, EDHEC Business School, London, UK, and Kenneth Winston, Chief Risk Officer, Western Asset Management, Pasadena, USA

Prior to joining EDHEC-Risk, Bernd Scherer was Managing Director and Global Head of Quantitative Asset Allocation at Morgan Stanley in London. Previously, he was with Deutsche Asset Management where he successively headed the Investment Solutions and Overlay Management Group in Frankfurt, and Global Quantitative Research and Portfolio Engineering from New York. Bernd has 16 years of investment experience within top financial institutions. He has published over 50 articles in leading academic and practitioner journals and is a board member of the London Quant Group.

Kenneth Winston is Chief Risk Officer at Western Asset Management and a Lecturer in Economics at the California Institute of Technology in Pasadena. Previously Dr. Winston was Chief Risk Officer at Morgan Stanley Investment Management in New York and an Adjunct Professor of financial mathematics at the Courant Institute of Mathematical Sciences at New York University. He began his financial career as a quantitative portfolio manager after having taught mathematics at Rutgers University. Dr. Winston, who obtained his PhD in pure mathematics from the Massachusetts Institute of Technology, is the author of numerous articles and papers in mathematics and finance.

Contributors: 
Heiko M. Bailer, Clariden Leu (Credit Suisse Group) and Corepoint Capital AG, Zurich, Switzerland
Dan diBartolomeo, Northfield Information Services, Inc., Boston, USA
Yossi Brandes, Investment Technology Group, New York, USA
Michael W. Brandt, Duke University, Durham, USA and NBER, Cambridge, USA
Francis Breedon, Queen Mary, University of London, UK 
Sebastián Ceria, Axioma, New York, USA
Ian Domowitz, Investment Technology Group, New York, USA
Daniel Giamouridis, Athens University of Economics and Business, Greece 
Campbell R. Harvey, Duke University, Durham, USA
Thomas Hewett, Morgan Stanley Investment Management, New York, USA
Roy P.M.M. Hoevenaars, APG Asset Management, Amsterdam, the Netherlands
Bruce I. Jacobs, Jacobs Levy Equity Management, New Jersey, USA 
Ralph S.J. Koijen, University of Chicago and NBER, Cambridge, USA
Petter N. Kolm, New York University, USA 
Robert Kosowski, Imperial College London, UK
Mark Kritzman, Windham Capital Management, LLC, Boston, USA
Kenneth N. Levy, Jacobs Levy Equity Management, New Jersey, USA
John C. Liechty, Pennsylvania State University, USA
Merrill W. Liechty, Drexel University, Philadelphia, USA
Lee Maclin, New York University, USA
Tatiana A. Maravina, University of Washington, USA
R. Douglas Martin, University of Washington, USA
Simon Myrgren, State Street Associates, Cambridge, USA
Colm O'Cinneide, QS Investors, New York, USA
Sébastien Page, State Street Associates, Cambridge, USA
Michael Peskin, Hudson Pilot LLC, New York, USA 
Bernhard Scherer, EDHEC Business School, London, UK
Vitaly Serbin, Investment Technology Group, New York, USA
George Skiadopolous, University of Piraeus, Greece and University of Warwick, UK
David Starer, Jacobs Levy Equity Management, New Jersey, USA 
Nils Tuchschmid, University of Applied Sciences, Geneva, Switzerland 
Reha Tütüncü, Goldman Sachs Asset Management, New York, USA
Jules H. van Binsbergen, Stanford University and NBER, Cambridge, USA
Eric Wallerstein, University of Applied Sciences, Geneva 
Kenneth Winston, Western Asset Management, Pasadena, USA
Michael Wolf, University of Zurich, Switzerland
Dan Wunderli, University of Zurich, Switzerland
Xiaodong Xu, Union Bank Privée, Geneva, Switzerland 
Sassan Zaker, Bank Julius Bär & Co. Ltd, Zurich, Switzerland