Link to the ebook : https://link-springer-com.ezproxy.univ-catholille.fr/book/10...

Contents : Contents

Part I The statistics of asset allocation
1 Univariate statistics
2 Multivariate statistics
3 Modeling the market

Part II Classical asset allocation
4 Estimating the distribution of the market invariants
5 Evaluating allocations
6 Optimizing allocations.

Part III Accounting for estimation risk
7 Estimating the distribution of the market invariants
8 Evaluating allocations
9 Optimizing allocations

Part IV Appendices
A Linear algebra
B Functional Analysis

Language : English

Series : FINANCE

Figure(s) : Schémas

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque