Commentaire :

ISBN 13 : 978-3-540-22213-2

Sommaire : 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

Langue : Anglais

Collection : FINANCE

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque