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Portfolio Management under Stress

- A Bayesian-Net Approach to Coherent Asset Allocation

Om Portfolio Management under Stress

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9781107048119
  • Bindende:
  • Hardback
  • Sider:
  • 518
  • Utgitt:
  • 9. januar 2014
  • Dimensjoner:
  • 182x252x33 mm.
  • Vekt:
  • 1070 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 5. juni 2026

Beskrivelse av Portfolio Management under Stress

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.

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