Linked Data Explorerhttp://worldcat.org/entity/work/id/46909507
Risk and Asset Allocation
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http://schema.org/about
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http://schema.org/alternateName
- "风险和资产配置"
- "Feng xian he zi chan pei zhi"
http://schema.org/description
- "This book provides a comprehensive treatment of all the steps of asset allocation: detecting the market invariants; estimating the invariants' distribution; modeling the market at any horizon; defining optimality; accounting for estimation- and model-risk; including the practitioner's experience within a sound statistical framework; computing the investor's optimal allocation. 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. TOC:Preface.- One-dimensional Random Variables.- Multi-dimensional Random Variables.- Modelling the Market.- Estimating the Invariants Distribution.- Evaluating Allocations.- Optimizing Allocations.- Estimation and Optimization together.- Appenices: Linear Algebra.- Functional Analysis.- References.- Index."
http://schema.org/genre
- "Electronic books"
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- "Llibres electrònics"
- "Leermiddelen (vorm)"
- "Online-Publikation"
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