Risk and Asset Allocation (BOK)

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 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

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2009 Forfatter Attilio Meucci
Forlag
Springer
ISBN 9783642009648
Antall sider 560 Dimensjoner 15,8cm x 23,6cm x 2,9cm
Vekt 824 gram Leverandør Bertram Trading Ltd