Risk and Asset Allocation by Meucci, Attilio

Risk and Asset Allocation (Paperback) (ISBN-13: 9783642009648)

Vendor: Attilio Meucci
Product type: Books
Format: Paperback
$99.00
$99.00
$99.00
Subtotal: $99.00
Risk and Asset Allocation by Meucci, Attilio

Risk and Asset Allocation

$99.00
Risk and Asset Allocation by Meucci, Attilio

Risk and Asset Allocation

$99.00
Format: Paperback
Description
Description
x

A comprehensive treatment of all the steps of asset allocation, including market modeling, invariants estimation, portfolia evaluation, etc. Almost all results are proved explicitly in technical appendices that can be downloaded freely from the book's web-site. Each chapter ends with a set of exercises. Many of the exercises simulate - in Matlab - the solution to practical problems and can be downloaded from the book's web-site.



Author: Attilio Meucci
ISBN-10: 3642009646
ISBN-13: 9783642009648
Publisher: Springer
Language: English
Published: 05/22/2009
Pages: 532
Format: Paperback
Weight: 1.85lbs
Size: 9.38h x 6.26w x 1.14d
By Attilio Meucci
By Attilio Meucci
x

Attilio Meucci holds a BA summa cum laude in Physics and a PhD in Mathematics from the University of Milan, an MA in Economics from Bocconi University in Milan, and is CFA chartholder.

Attilio Meucci is a vice president at Lehman Brothers, Inc., New York, in the fixed-income research division. Previously, the author was a trader at Relative Value International, a hedge fund in Greenwich, CT that trades in equities and fixed-income securities worldwide. Previously, he was a consultant in the Milan office of Bain & Co., where he designed tools of personal financial planning, credit-and market-risk management, portfolio insurance, tactical and strategic asset allocation.

Attilio Meucci is the author of several publications in mathematics and finance and has taught graduate courses on Asset Allocation and Risk Management worldwide.

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