Risk and Asset Allocation 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


Risk and Asset Allocation

简体网页||繁体网页
Attilio Meucci 作者
Springer
译者
2007-6-8 出版日期
560 页数
GBP 55.99 价格
Hardcover
springer finance 丛书系列
9783540222132 图书编码

Risk and Asset Allocation 在线电子书 图书标签: 金融  quantitative  finance  资产配置  统计学  quant  Finance  金融数学   


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发表于2024-06-17


Risk and Asset Allocation 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Risk and Asset Allocation 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Risk and Asset Allocation 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



Risk and Asset Allocation 在线电子书 用户评价

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still reading, like the way he talks abt stat. stuff

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从未见过这么有诚意的数学书。

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估计某天会读第二遍

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偏统计的感觉,很少讲到随机过程

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still reading, like the way he talks abt stat. stuff

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Risk and Asset Allocation 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Risk and Asset Allocation 在线电子书 图书描述

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation. Portfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques. All the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies. At symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB® applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.

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