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


Risk and Asset Allocation

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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   


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发表于2024-11-05

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

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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!!

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