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1: Introduction; Part I: Portfolio Optimization; 2: Reha T黷黱c? Recent Advances in Portfolio Optimization; 3: Bruce I. Jacobs, Kenneth N. Levy, and David Starer: Practical Optimization of Enhanced Active Equity Portfolios; 4: Sebasti醤 Ceria: To Optimize or Not to Optimize: Is that the Question?; Part II: Portfolio Construction Processes; 5: Mark Kritzman, Simon Myrgren, and S閎astien 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

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