Risk and Asset Allocation
This encyclopedic, self-contained, detailed exposition spans all the steps of one-period allocation from the basics to the most advanced and recent developments. A variety of multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypothes...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2005. |
| Edice: | Springer Finance Textbooks
|
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Risk and asset allocation, Attilio Meucci, Berlin, Springer, 2005, 1 volume (xxvi-532 pages), Springer finance, 3-540-22213-8 • Risk and asset allocation, Attilio Meucci, 2009, New York, Springer, 1 vol. (XXVI-532 p.), Springer finance, 978-3-642-00964-8 • Risk and Asset Allocation, Texte imprimé, 9783540802235 |
Obsah:
- The statistics of asset allocation Univariate statistics Multivariate statistics Modeling the market Classical asset allocation Estimating the distribution of the market invariants Evaluating allocations Optimizing allocations Accounting for estimation risk Estimating the distribution of the market invariants Evaluating allocations Optimizing allocations