2)modern Portfolio Theory And Investment Analysis

Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market.

This book addresses the most advanced to-date mathematical approach and numerical methods in electromagnetic field theory and wave propagation. It presents the application of developed methods and techniques to the analysis of waves in various guiding structures —shielded and open metal-dielectric waveguides of arbitrary cross-section, planar and circular waveguides filled with inhomogeneous dielectrics, metamaterials, chiral media, anisotropic media and layered media with absorption.

by Silvia Bacci (Author), Bruno Chiandotto (Author)
Introduction to Statistical Decision Theory: Utility Theory and Causal Analysis provides the theoretical background to approach decision theory from a statistical perspective

This book introduces readers to theories that play a crucial role in modern mathematics, such as integration and functional analysis, employing a unifying approach that views these two subjects as being deeply intertwined. This feature is particularly evident in the broad range of problems examined, the solutions of which are often supported by generous hints. If the material is split into two courses, it can be supplemented by additional topics from the third part of the book, such as functions of bounded variation, absolutely continuous functions, and signed measures.

In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.