Description

Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk

The book is software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site

Risk and Asset Allocation

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£70.50

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Paperback / softback by Attilio Meucci

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Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio... Read more

    Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
    Publication Date: 22/05/2009
    ISBN13: 9783642009648, 978-3642009648
    ISBN10: 3642009646

    Number of Pages: 532

    Non Fiction , Business, Finance & Law

    Description

    Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk

    The book is software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site

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