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Risk and Asset Allocation (2005. Corr. 3rd Printing 2009)

Risk and Asset Allocation (2005. Corr. 3rd Printing 2009)

by Meucci, Attilio
No customer reviews yet ISBN 9783642009648

A comprehensive treatment of all the steps of asset allocation, including market modeling, invariants estimation, portfolia evaluation, etc. Almost all results are proved explicitly in technical appendices that can be downloaded freely from the book's web-site. Each chapter ends with a set of exercises. 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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Pub dateMay 22, 2009
ISBN-103642009646
ISBN-139783642009648
LanguageEnglish
Last updated 2026-04-23 20:34
$103.22
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