Hello visitor from USA USA - 40 visiting from China 25 China USA 10 USA France 3 France Serbia 1 Serbia Ireland 1 Ireland
Free Join Now   Chat Now with Members Online  B2B Chat Center
This Month's Highlights:
- Sayhi0307 (China): Shipping Rates From China, Air Freight Rate From China, Ocean Freight Quote, Shipping Cost,... http://www.sztaizhou.com
- krintl (India): Packaging Machines, Filling Machines, Automatic, Semi Automatic, Form Fill Seal Machine, Bagging... http://www.krintlmachines.com
- Alwafa (UAE): One Of The Biggest Dealers Of Used Heavy Equipments http://www.alwafaequipment.com/

Books, Free Shipping, Risk And Asset Allocation

Posted at: Offers to Sell and Export | Posted on: Fri 16 Jul, 2010 9:17 am | Product Category: Reference books [3760]
books shipping risk asset allocation
Products Photos CatalogBooks Shipping Risk Photos Catalog

Product Description:



Audience and style

Structure of the work

A guided tour by

means of a simplistic example


Part I The statistics of asset allocation

1 Univariate statistics

1.1 Building blocks

1.2 Summary statistics

1.3 Taxonomy of distributions

1.T Technical appendix

1.E Exercises

2 Multivariate statistics

2.1 Building blocks

2.2 Factorization of a distribution

2.3 Dependence

2.4 Shape summary statistics

2.5 Dependence summary statistics

2.6 Taxonomy of distributions

2.7 Special classes of distributions

2.T Technical appendix

2.E Exercises

3 Modeling the market

3.1 The quest for invariance

3.2 Projection of the invariants to the investment horizon.

3.3 From invariants to market prices

3.4 Dimension reduction

3.5 Case study: modeling the swap market

3.T Technical appendix

3.E Exercises

part II Classical asset allocation

4 Estimating the distribution of the market invariants

4.1 Estimators

4.2 Nonparametric estimators

4.3 Maximum likelihood estimators

4.4 Shrinkage estimators

4.5 Robustness

4.6 Practical tips

4.T Technical appendix

4.E Exercises

5 Evaluating allocations

5.1 Investor's objectives

5.2 Stochastic dominance

5.3 Satisfaction

5.4 Certainty-equivalent (expected utility)

5.5 Quantile (value at risk)

5.6 Coherent indices (expected shortfall)

5.T Technical appendix

5.E Exercises

6 Optimizing allocations

part III Accounting for estimation risk

7 Estimating the distribution of the market invariants

8 Evaluating allocations

9 Optimizing allocations

Part IV Appendices

A Linear algebra

B Functional Analysis


List of figures



Product Details

Author Attilio Meucci

Publisher World Publishing Corporation

Isbn 7510004926, 9787510004926

Published January 2010

Pages 532

Size 24k

Edition First

Format Paperback

Language English

Page material gelatine plate paper

Company Contact:

BookWholesale photo
Contact Name: Jing
Company Name: Hangzhou Wholesale Tech Trading Co., Ltd
Email: Email
Tel: 0086-571-86980049
Fax: 0086-571-86980049
Street Address: A-2211, Xinqingnian
Square, Gongshu District, Hangzhou,
310015, China
Website: http://www.book-wholesale.com
Member name: BookWholesale
Country: China-CN China
Member Since: 13 May 2010
Total Leads: 4528 BookWholesale Import Export Business Leads
Business focus: Books, Nonfiction, Fiction, Chinese for Foreigners, Comics, Literature, Textbooks, Language, Cooking, Chinese Classics, Children, Business, Computer
Verify: Safe Import Export Tips
Product Category: Reference books [3760]

Similar LeadsSimilar Suppliers And Manufacturers Import Export Trade Leads

Start Import Export Stories Import Export Startup Stories

Share Your Story & Get Listed at StartImportExport.com

  • SpecsPro LLC: Cathy Huang Of SpecsPro LLC Integrated Sourcing Supply Chain Solutions From USA

Product Classification Navigation Reference books Classification Navigation

Main - Published Products - Printed media - Printed publications - Reference books [3760]
TradersCity Free Import Export Trade Leads B2B Board  Offers to Sell and Export
TradersCity.com shall not be held liable for any user posted/submitted content including but not limited to trade leads, profiles, images, and any other data. TradersCity.com does not and did not verify any of users posted/submitted data nor is implicitly or explicitly recommending these business offers. TradersCity does not verify truthfulness, accuracy, completeness, nor legality of any businesses, services, and leads posted here. TradersCity does not represent Sellers or Buyers in any transaction between users of the website and is unable to make any opinion in regard to their performance in any transaction. TradersCity neither guarantees nor undertakes in any dispute between sellers and buyers. Protect your business from fraud by trading safely