Login

Meucci, Attilio

Risk and Asset Allocation

Meucci, Attilio - Risk and Asset Allocation, ebook

86,80€

Ebook, PDF with Adobe DRM
ISBN: 9783540279044
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

Part I. The statistics of asset allocation

1. Univariate statistics

2. Multivariate statistics

3. Modeling the market

Part II. Classical asset allocation

4. Estimating the distribution of the market invariants

5. Evaluating allocations

6. Optimizing allocations

Part III. Accounting for estimation risk

7. Estimating the distribution of the market invariants

8. Evaluating allocations

9. Optimizing allocations

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: MATHEMATICS / General MAT000000

Author(s)
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540279044

Similar titles