Risk and Asset Allocation

Meucci, Attilio.

Risk and Asset Allocation [electronic resource] / by Attilio Meucci. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005. - xxvi, 532 p. : 141 fig., digital ; 25 cm. - Springer Finance .

9783540279044 (electronic bk.) 9783540222132 (paper)


Asset allocation.
Risk management.
Mathematics.
Statistical Theory and Methods.
Quantitative Finance.
Linear and Multilinear Algebras, Matrix Theory.

HG4529.5 / .M48 2005

332.6

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