All about Asset Allocation, Second Edition, Ferri Richard

Автор: Attilio Meucci
Название: Risk and Asset Allocation
ISBN: 3540222138 ISBN-13(EAN): 9783540222132
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.

Автор: Campbell, John Y. (Otto Eckstein Professor of Appl
Название: Strategic Asset Allocation: Portfolio Choice for Long-term Investors
ISBN: 0198296940 ISBN-13(EAN): 9780198296942
Издательство: Oxford Academ
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Цена: 83430.00 T
Наличие на складе: Поставка под заказ.
Описание: This work links cutting-edge academic analysis of portfolio choice to the practical concerns of institutional investors, financial planners, and individual investors. It shows in empirical detail how long-term portfolios should differ from short-term portfolios.