Using modern portfolio theory, investors can build portfolios that maximize return for a given level of risk or minimize risk for a desired level of return. Since its introduction by Henry ...

Merton, Robert C., and André Perold. "Theory of Risk Capital in Financial Firms." Continental Bank Journal of Applied Corporate Finance 6, no. 3 (fall 1993): 16–32.

As a theory of investment, modern portfolio theory advocates diversifying your portfolio to temper risk and boost returns.

This course studies the mathematical foundations of interest rate and credit risk theory. The course starts with a development of the multi-dimensional Black & Scholes theory with stochastic market ...

The Journal of Network Theory in Finance is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory in finance and related ...

This course studies the mathematical foundations of interest rate and credit risk theory. The course starts with a development of the multi-dimensional Black & Scholes theory with stochastic market ...

The third issue of The Journal of Network Theory in Finance again shows the topical nature ... channels of contagion that manifest themselves through fire sales or credit risk transfers, and to ...