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  • Attilio Meucci
    978-3-540-27904-4
    2005
    Edition 1
    • The only book that truly discusses in a self-contained and general way all the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the presence of estimation risk
    • The choice of the subjects is 'bottom-up', the approach is 'top-down'
    • Software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site
    • Includes supplementary material: sn.pub/extras

    €419

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