| Risk and Asset Allocation 2005. Corr. 3rd Edition Contributor(s): Meucci, Attilio (Author) |
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ISBN: 3642009646 ISBN-13: 9783642009648 Publisher: Springer OUR PRICE: $94.05 Product Type: Paperback - Other Formats Published: May 2009 |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - General - Mathematics | Counting & Numeration - Mathematics | Algebra - Linear |
| Dewey: 332.6 |
| LCCN: 2009926061 |
| Series: Springer Finance |
| Physical Information: 1.14" H x 6.26" W x 9.38" (1.85 lbs) 532 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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 |