Meucci, Attilio.
Risk and asset allocation Attilio Meucci. - xxvi, 532 páginas ilustrado 24 cm. - Springer finance .
Incluye referencia bibliográfica e índice.
Univariate statistics -- Multivariate statistics -- Modeling the market -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Appendices: A Linear algebra -- B Functional analysis
3540222138
Asset allocation
Risk management
Portfolio management
Multivariate analysis
Asignación de activos
Administración de cartera (finanzas)
Gestión del riesgo (finanzas)
Análisis multivariado (finanzas)
332.63228 / M597r
Risk and asset allocation Attilio Meucci. - xxvi, 532 páginas ilustrado 24 cm. - Springer finance .
Incluye referencia bibliográfica e índice.
Univariate statistics -- Multivariate statistics -- Modeling the market -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Appendices: A Linear algebra -- B Functional analysis
3540222138
Asset allocation
Risk management
Portfolio management
Multivariate analysis
Asignación de activos
Administración de cartera (finanzas)
Gestión del riesgo (finanzas)
Análisis multivariado (finanzas)
332.63228 / M597r