Portfolio Management under Stress A Bayesian-Net Approach to Coherent Asset Allocation |
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Author:
| Rebonato, Riccardo Denev, Alexander |
ISBN: | 978-1-107-59756-3 |
Publisher: | Cambridge University Press
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Book Format: | Ebook |
List Price: | Contact Supplier contact
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Book Description:
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A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.
A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.