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Risk and Asset Allocation
Paperback
Investing & FinanceAlgebraGeneral Mathematics
ISBN13: 9783642009648
Publisher: Springer
Published: May 22 2009
Pages: 532
Weight: 1.85
Height: 1.14 Width: 6.26 Depth: 9.38
Language: English
A comprehensive treatment of all the steps of asset allocation, including market modeling, invariants estimation, portfolia evaluation, etc. Almost all results are proved explicitly in technical appendices that can be downloaded freely from the book's web-site. Each chapter ends with a set of exercises. Many of the exercises simulate - in Matlab - the solution to practical problems and can be downloaded from the book's web-site.
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