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    Risk and Asset Allocation (Springer Finance)

     
    Risk and Asset Allocation (Springer Finance)

    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

    Product details

    EAN/ISBN:
    9783642009648
    Edition:
    1st ed. 2005. Corr. 3rd printing 2009
    Medium:
    Paperback
    Number of pages:
    560
    Publication date:
    2010-06-02
    Publisher:
    Springer Berlin Heidelberg
    EAN/ISBN:
    9783642009648
    Edition:
    1st ed. 2005. Corr. 3rd printing 2009
    Medium:
    Paperback
    Number of pages:
    560
    Publication date:
    2010-06-02
    Publisher:
    Springer Berlin Heidelberg

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