Risk and Asset Allocation als eBook von - 5 Angebote vergleichen
| Preise | 2013 | 2014 | 2017 | 2018 |
|---|---|---|---|---|
| Schnitt | € 61,32 | € 48,02 | € 26,99 | € 37,54 |
| Nachfrage |
1
Risk and Asset Allocation (Springer Finance) (2007)
EN NW FE EB DLISBN: 9783540279044 bzw. 3540279040, in Englisch, 547 Seiten, Springer Berlin Heidelberg, neu, Erstausgabe, E-Book, elektronischer Download.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, 電子書下載, 免費送貨。.
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; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com. Kindle Edition, 版: 1, 格式: Kindle eBook, 標籤: Springer Berlin Heidelberg, Springer Berlin Heidelberg, 產品組: eBooks, 出版: 2007-06-12, 發佈日期: 2007-06-12, 工作室: Springer Berlin Heidelberg, 銷售排名: 585022.
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; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com. Kindle Edition, 版: 1, 格式: Kindle eBook, 標籤: Springer Berlin Heidelberg, Springer Berlin Heidelberg, 產品組: eBooks, 出版: 2007-06-12, 發佈日期: 2007-06-12, 工作室: Springer Berlin Heidelberg, 銷售排名: 585022.
2
Symbolbild
Risk and Asset Allocation
DE NWISBN: 9783540279044 bzw. 3540279040, in Deutsch, Springer Berlin, neu.
Lieferung aus: Deutschland, sofort lieferbar.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
3
Risk and Asset Allocation
DE NW EB DLISBN: 9783540279044 bzw. 3540279040, in Deutsch, Springer Berlin, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Risk and Asset Allocation
DE NWISBN: 9783540279044 bzw. 3540279040, in Deutsch, Springer, Berlin/Heidelberg, Deutschland, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Risk and Asset Allocation ab 35.49 € als pdf eBook: . Aus dem Bereich: eBooks, Wirtschaft,.
Risk and Asset Allocation ab 35.49 € als pdf eBook: . Aus dem Bereich: eBooks, Wirtschaft,.
Lade…