Risk and Asset Allocation (Springer Finance)
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Book Details
Author(s)
Attilio Meucci
Publisher
Springer
ISBN / ASIN
3540222138
ISBN-13
9783540222132
Marketplace
France 🇫🇷
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Description
Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk
The book is software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site
