Meucci, Attilio
Risk and Asset Allocation
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
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Avainsanat: MATHEMATICS / General MAT000000
- Tekijä(t)
- Meucci, Attilio
- Julkaisija
- Springer
- Julkaisuvuosi
- 2005
- Kieli
- en
- Painos
- 1
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783540279044