Risk and Asset Allocation pdf epub mobi txt 電子書 下載 2024


Risk and Asset Allocation

簡體網頁||繁體網頁
Attilio Meucci
Springer
2007-6-8
560
GBP 55.99
Hardcover
springer finance
9783540222132

圖書標籤: 金融  quantitative  finance  資産配置  統計學  quant  Finance  金融數學   


喜歡 Risk and Asset Allocation 的讀者還喜歡




點擊這裡下載
    


想要找書就要到 小哈圖書下載中心
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

发表于2024-11-22

Risk and Asset Allocation epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Risk and Asset Allocation epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Risk and Asset Allocation pdf epub mobi txt 電子書 下載 2024



圖書描述

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation. Portfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques. All the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies. At symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB® applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.

Risk and Asset Allocation 下載 mobi epub pdf txt 電子書

著者簡介


圖書目錄


Risk and Asset Allocation pdf epub mobi txt 電子書 下載
想要找書就要到 小哈圖書下載中心
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

用戶評價

評分

估計某天會讀第二遍

評分

偏統計的感覺,很少講到隨機過程

評分

Attillio推廣自己想法的書

評分

學數學寫的書就是這樣。

評分

Attillio推廣自己想法的書

讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價

Risk and Asset Allocation pdf epub mobi txt 電子書 下載 2024


分享鏈接





相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 qciss.net All Rights Reserved. 小哈圖書下載中心 版权所有