10% OFF

Portfolio Management Under Stress

A Bayesian-Net Approach To Coherent Asset Allocation

by Alexander Denev e Riccardo Rebonato
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, January of 2014 ‧
90,58€
10% OFF CARD
free shipping
Sell ​​your book
Portfolio Management under Stress combines the insights of modern portfolio theory with the well-established Bayesian-net methodology to offer a novel solution to the important problem of asset allocation under conditions of market distress. This insightful book is an important resource for practitioners and research academics in the post-financial crisis world.

Portfolio Management Under Stress

A Bayesian-Net Approach To Coherent Asset Allocation

by Alexander Denev e Riccardo Rebonato

Property Description
ISBN: 9781107048119
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: January of 2014
Language: English
Dimensions: 174 x 247 x 20 mm
Cover: Hardcover
Pages: 518
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781107048119