Risk and Asset Allocation

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

Publication Year: 2005
Imprint: Springer Berlin Heidelberg
Format: H
Weight (Gram): 2110