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Titlebook: Risk and Asset Allocation; Attilio Meucci Textbook 2005 Springer-Verlag Berlin Heidelberg 2005 Asset Allocation.Asset Management.MATLAB.Ma

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發(fā)表于 2025-3-21 16:51:51 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Risk and Asset Allocation
編輯Attilio Meucci
視頻videohttp://file.papertrans.cn/831/830729/830729.mp4
概述The only book that truly discusses in a self-contained and general way all the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia
叢書名稱Springer Finance
圖書封面Titlebook: Risk and Asset Allocation;  Attilio Meucci Textbook 2005 Springer-Verlag Berlin Heidelberg 2005 Asset Allocation.Asset Management.MATLAB.Ma
描述.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;
出版日期Textbook 2005
關(guān)鍵詞Asset Allocation; Asset Management; MATLAB; Matrix; Multivariate statistics; Portfolio; Portfolio Optimiza
版次1
doihttps://doi.org/10.1007/978-3-540-27904-4
isbn_softcover978-3-642-00964-8
isbn_ebook978-3-540-27904-4Series ISSN 1616-0533 Series E-ISSN 2195-0687
issn_series 1616-0533
copyrightSpringer-Verlag Berlin Heidelberg 2005
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發(fā)表于 2025-3-21 22:58:42 | 只看該作者
es of modern medicine.Written with a uniform structure and c.This reference work provides evidence from clinical trials conducted on traditional Chinese medicines (TCM) across all fields in medicine. Put together by a team of more 100 experts, the evidence on Chinese Medicine has been presented as s
板凳
發(fā)表于 2025-3-22 01:25:16 | 只看該作者
Attilio Meuccipter goes into the details of control systems and hardware. The discussion, where differences exist, focuses primarily on the membrane-cell process. The chlorine and hydrogen processes are essentially the same regardless of the type of cell used. Control of absolute and differential pressures is esp
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Attilio Meuccitemperature rise compared to pre-industrial times. This temperature rise has the potential to negatively affect maize production. The purpose of this study was to explore the relationship between climatic elements and maize production from two regions of South Africa- the Highveld represented by the
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發(fā)表于 2025-3-23 01:29:32 | 只看該作者
Attilio Meuccieling Tea serves as an ecological indicator, and it is India’s first GI tagged product. The geographical features like altitude, rainfall, sunshine, and mist, coupled with the exquisite processing techniques, contribute to the idiosyncratic flavour of this tea. Darjeeling tea accounts for more than
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發(fā)表于 2025-3-23 07:52:33 | 只看該作者
manifested in the Sectoral Climate Mitigation and Adaptation Plan for the Consolidation of a Low Carbon Economy in Agriculture and the Low Carbon Agriculture Program (ABC). From a policy translation approach, the chapter emphasizes how the interaction of actors, ideas, discourses and institutionalit
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