Risk and asset allocation
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)