Portfolio Management under Stress
| Author | : Riccardo Rebonato |
| Publisher | : Cambridge University Press |
| Total Pages | : 519 |
| Release | : 2013 |
| ISBN-10 | : 9781107048119 |
| ISBN-13 | : 1107048117 |
| Rating | : 4/5 (117 Downloads) |
Book Synopsis Portfolio Management under Stress by : Riccardo Rebonato
Download or read book Portfolio Management under Stress written by Riccardo Rebonato and published by Cambridge University Press. This book was released on 2013 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.