Meucci Risk And Asset Allocation

Attilio Meucci, "Risk and Asset Allocation (Springer Finance)" (Repost)

Attilio Meucci, "Risk and Asset Allocation (Springer Finance)" (Repost)
Publisher: Springer | ISBN: 3540222138 | edition 2005 | PDF | 547 pages | 11,76 mb

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.

Risk and Asset Allocation (Repost)  

Posted by step778 at Sept. 20, 2013
Risk and Asset Allocation (Repost)

Attilio Meucci, "Risk and Asset Allocation"
2005 | pages: 546 | ISBN: 3540222138 | PDF | 4,3 mb

Risk and Asset Allocation (Springer Finance) { Repost }  

Posted by vijaybbvv at Nov. 18, 2009
Risk and Asset Allocation (Springer Finance)  { Repost }

Risk and Asset Allocation (Springer Finance)
532 pages | Springer (January 11, 2008) | 3540222138 | PDF | 5 MB

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.

Risk and Asset Allocation  

Posted by Mazepa777 at May 8, 2009
Risk and Asset Allocation

Instant Info Riches
Publisher Springer-Verlag Berlin Heidelberg New York | ISBN-10: 3540222138 | edition 2005 | PDF | 547 pages | 11.76 mb

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.
An Introduction to Banking: Liquidity Risk and Asset-Liability Management

An Introduction to Banking: Liquidity Risk and Asset-Liability Management by Moorad Choudhry and Oldrich Masek
English | 2011 | ISBN: 0470687258 | 384 pages | PDF | 3,6 MB
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation, 2 edition (repost)

Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation, 2 edition by Richard O. Michaud and Robert O. Michaud
English | 2008 | ISBN: 0195331915 | 144 pages | PDF | 2 MB

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives.
Extreme Financial Risks and Asset Allocation (Series in Quantitative Finance, Book 5)

Extreme Financial Risks and Asset Allocation (Series in Quantitative Finance, Book 5) by Olivier Le Courtois and Christian Walter
English | 2014 | ISBN: 1783263083 | ISBN-13: 9781783263080 | 372 pages | PDF | 2,4 MB

Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes.
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation, 2 edition (repost)

Richard O. Michaud, Robert O. Michaud, "Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation, 2 edition"
2008 | ISBN: 0195331915 | 144 pages | PDF | 4 MB
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (repost)

Richard O. Michaud, Robert O. Michaud, "Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation"
English | 2008-03-03 | ISBN: 0195331915 | 144 pages | PDF | 1,1 MB

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process.

Getting Started in Asset Allocation  

Posted by prestige at Nov. 19, 2009
Getting Started in Asset Allocation

Getting Started in Asset Allocation (Getting Started In…..)
Wiley | March 25, 1999 | ISBN: 0471326844 | 257 pages | PDF | 1.12 MB

A system for organizing investment holdings according to risk level, asset allocation is an essential component of creating a solid portfolio. Knowing where, when, and how to begin, however, can be confusing. This indispensable guide clarifies everything in plain English. Covering the basics of starting an asset allocation program, it offers sound advice, helpful tips, and practical guidelines—all corresponding to your particular financial situation, whether you're single, married with children, saving for college, or retired.