Risk and Asset Allocation - Paperback

A comprehensive treatment of all the steps of asset allocation, including market modeling, invariants estimation, portfolia evaluation, etc. Almost all results are proved explicitly in technical appendices that can be downloaded freely from the book's web-site. Each chapter ends with a set of exercises. Many of the exercises simulate - in Matlab - the solution to practical problems and can be downloaded from the book's web-site.

• | Author: Attilio Meucci
• | Publisher: Springer
• | Publication Date: May 22, 2009
• | Number of Pages: 532 pages
• | Binding: Paperback or Softback
• | ISBN-10: 3642009646
• | ISBN-13: 9783642009648