《风险和资产配置(英文版)》是一部全面介绍风险与资产分配的统计教材。多变量估计的方法分析深入，包括非正态假设下的无参和极大似然估计，压缩理论、鲁棒以及一般的贝叶斯技巧。作者用独到的眼光讲述了资产分配，给出了该学科的精华。重点突出，包含了MATLAB数学工具软件，对于以数学为中心的投资行业来说该书是一本必选书。

Preface

Audience and style

Structure of the work

A guided tour by means of a simplistic example

Acknowledgments

Part Ⅰ The statistics of asset allocation

Univariate statistics

 1.1 Building blocks

 1.2 Summary statistics

 1.2.1 Location

 1.2.2 Dispersion

 1.2.3 Higher-order statistics

 1.2.4 Graphical representations

 1.3 Taxonomy of distributions

 1.3.1 Uniform distribution

 1.3.2 Normal distribution

 1.3.3 Cauchy distribution

 1.3.4 Student t distribution

 1.3.5 Lognormal distribution

 1.3.6 Gamma distribution

 1.3.7 Empirical distribution

 1.T Technical appendix

 1.E Exercises

Part Ⅱ Classical asset allocation

Part Ⅲ Accounting for estiamation risk

Part Ⅳ Appendices