Risk and Asset Allocation
| Author | : Attilio Meucci |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 547 |
| Release | : 2009-05-22 |
| ISBN-10 | : 9783642009648 |
| ISBN-13 | : 3642009646 |
| Rating | : 4/5 (646 Downloads) |
Book Synopsis Risk and Asset Allocation by : Attilio Meucci
Download or read book Risk and Asset Allocation written by Attilio Meucci and published by Springer Science & Business Media. This book was released on 2009-05-22 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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