Portfolio management under stress: a bayesian-net approach to coherent asset allocation
Auteur :
Rebonato, Riccardo / Denev, Alexander
Éditeur :
Cambridge University Press
ISBN :
9781107048119
Date de publication :
9 janv. 2014
Dimensions :
24,4 x 17,0 x 2,9 cm
Poids :
1070 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.