Risk and Asset Allocation

1st ed. 2005. Corr. 3rd printing 2009

by Attilio Meucci

Book Details

Format Paperback / Softback

Book Series Springer Finance

ISBN-10 3642009646

ISBN-13 9783642009648

Edition 1st ed. 2005. Corr. 3rd printing 2009

Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Country of Manufacture DE

Country of Publication GB

Publication Date May 22nd, 2009

Print length 532 Pages

Weight 824 grams

Dimensions 23.60 x 15.80 x 2.90 cms

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This encyclopedic, detailed resource covers all the steps of one-period allocation from the foundations to the most advanced developments. It includes a large number of figures and examples as well as real trading and asset management case studies.

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

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