Autor:
Attilio Meucci
Place of publication:
Berlin
Publisher:
Publication date:
2005
Location:
Table of Contents:
Preface . . XV
Part I The statistics of asset allocation . . 3
Part II Classical asset allocation . . 169
Part III Accounting for estimation risk . . 363
Part IV Appendices . . 465
References . . 505
List of figures . . 515
Notation . . 519
Index . . 525
Series:
(Springer Finance)