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Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation Riccardo Rebonato
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Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
Riccardo Rebonato
Portfolio Management under Stress combines the insights of modern portfolio theory with the well-established Bayesian-net methodology to offer a novel solution to the important problem of asset allocation under conditions of market distress. This insightful book is an important resource for practitioners and research academics in the post-financial crisis world.
456 pages, 119 b/w illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 9, 2014 |
| ISBN13 | 9781107048119 |
| Publishers | Cambridge University Press |
| Pages | 518 |
| Dimensions | 182 × 252 × 33 mm · 1.07 kg |
| Language | English |
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