9781107048119 - Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation von Riccardo Rebonato , Alexander Denev (6 Ergebnisse)

hardcover. Zustand: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.

hardcover. Zustand: Very Good. Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.

Zustand: New. In.

Zustand: New. A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress. Num Pages: 518 pages, 119 b/w illus. BIC Classification: KFFM. Category: (U) Tertiary Education (US: College). Dimension: 252 x 182 x 33. Weight in Grams: 1070. . 2014. Hardback. . . . . Books ship from the US and Ireland.

Hardcover. Zustand: Brand New. 491 pages. 10.00x7.00x1.25 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) may occur. Employing a coherent and thorough approach, it provides practical guidance on how best to choose an optimal and stable asset allocation in the presence of user specified scenarios or 'stress conditions'. The authors place causal explanations, rather than association-based measures such as correlations, at the core of their argument, and insights from the theory of choice under ambiguity aversion are invoked to obtain stable allocations results. Step-by-step design guidelines are included to allow readers to grasp the full implementation of the approach, and case studies provide clarification. This insightful book is a key resource for practitioners and research academics in the post-financial crisis world.