Risk and Asset Allocation

✍ Scribed by Attilio Meucci

Publisher: Springer
Year: 2005
Tongue: English
Leaves: 559
Series: Springer Finance / Springer Finance Textbooks
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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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