Risk and Asset Allocation

Description

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.

Portfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques.

All the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies.

At symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB® applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.

Enjoy this great book! Brought to you by SMIRK

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Risk and Asset Allocation" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 1765
2. Risk and Asset Allocation
3. [share_ebook] Risk and Asset Allocation
4. Risk and Asset Allocation (Springer Finance) { Repost }
5. Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation
6. Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation
7. [share_ebook] Risk Management And Value: Valuation and Asset Pricing
8. Asset Allocation, 4th Ed
9. Getting Started in Asset Allocation
10. Asset Allocation For Dummies
11. Global Asset Allocation: New Methods and Applications
12. Global Asset Allocation: New Methods and Applications
13. Dynamic Asset Allocation with Forwards and Futures
14. Multi-moment Asset Allocation and Pricing Models
15. Multi-moment Asset Allocation and Pricing Models
16. [share_ebook] Asset Allocation