Risk and Asset Allocation

Attilio Meucci ()
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Attilio Meucci: Lehman Brothers, Inc.

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2005
ISBN: 978-3-540-27904-4
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Chapters in this book:

Ch 1 Univariate statistics

Attilio Meucci

Ch 2 Multivariate statistics

Attilio Meucci

Ch 3 Modeling the market

Attilio Meucci

Ch 4 Estimating the distribution of the market invariants

Attilio Meucci

Ch 5 Evaluating allocations

Attilio Meucci

Ch 6 Optimizing allocations

Attilio Meucci

Ch 7 Estimating the distribution of the market invariants

Attilio Meucci

Ch 8 Evaluating allocations

Attilio Meucci

Ch 9 Optimizing allocations

Attilio Meucci

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DOI: 10.1007/978-3-540-27904-4

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