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Risk and asset allocation

Obrazy
Autor
Attilio Meucci
Place of publication
Berlin

Publisher

Publication date
2005
Table of Contents

Preface . . XV

Part I The statistics of asset allocation . . 3
Part II Classical asset allocation . . 169
Part III Accounting for estimation risk . . 363
Part IV Appendices . . 465

References . . 505
List of figures . . 515
Notation . . 519
Index . . 525

Series
(Springer Finance)