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Risk and asset allocation.
Appartenance & droits
2007
134.77-MEUCC
PORTFOLIO MANAGEMENT ; FINANCIAL RISK ; FINANCIAL STATISTICS ; ASSETS ALLOCATION ; FINANCIAL MATHEMATICS
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] |
Comment :
ISBN 13 : 978-3-540-22213-2
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 : Paper
Statement : Présent
Owner : Bibliothèque