Risk and Asset Allocation (Springer Finance)
Product Description
Risk and Asset Allocation (Springer Finance)
- Used Book in Good Condition
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
Technical Specifications
You might also like
Advances in Financial Machine Learning
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance)
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition (Springer Series in Statistics)
Active Equity Management
Asset Management: A Systematic Approach to Factor Investing (Financial Management Association Survey and Synthesis)
A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series)
Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition (Princeton Series in Finance)
Expected Returns: An Investor's Guide to Harvesting Market Rewards
An Introduction to Statistical Learning: with Applications in R (Springer Texts in Statistics)