Risk and asset allocation Attilio Meucci.
By: Meucci, Attilio
.
Series: Springer finance.Berlin New York Springer ©2005Description: xxvi, 532 páginas ilustrado 24 cm.ISBN: 3540222138.Subject(s): Asset allocation | Risk management | Portfolio management | Multivariate analysis | Asignación de activos | Administración de cartera (finanzas) | Gestión del riesgo (finanzas) | Análisis multivariado (finanzas)DDC classification: 332.63228 Online resources: Table of contents only | Publisher description | Contributor biographical information
Contents:
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
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 332.63228 / M597r (Browse shelf) | Ej.1 | Available | 8000022240 |
Total holds: 0
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
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