Contacto
Como comprar
Entrega
Guia de compras
Risk and Asset Allocation
Inglês
326 b
Até 30 dias para devoluções
Os clientes também compraram
/
Livro de capa dura
141.27
€
/
Capa mole
14.89
€
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.
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
CD de áudio
38.50
€
/
Capa mole
24.62
€
/
Capa mole
12.15
€
/
Capa mole
9.31
€
