Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation

by Alexander Denev (Author), Riccardo Rebonato (Author)

New
Hardcover
2014
$106.44

A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.

Synopsis

A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.

$106.44

Quantity

20 in stock

More Information

Format: Hardcover
Pages: 518
Publisher: Cambridge University Press
Published: 09 Jan 2014
ISBN 10: 1107048117
ISBN 13: 9781107048119

Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation

New

$106.44

Synopsis

$106.44

More Information