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Portfolio Management under Stress
- A Bayesian-Net Approach to Coherent Asset Allocation
Engelsk
Bogcover for Portfolio Management under Stress af Riccardo Rebonato, Alexander Denev, 9781107048119
Specifikationer
Sprog:
Engelsk
Sider:
518
ISBN-13:
9781107048119
Indbinding:
Hardback
ISBN-10:
1107048117
Kategori:
Udg. Dato:
9 jan 2014
Størrelse i cm:
25,2 x 18,2 x 3,3
Oplagsdato:
9 jan 2014

Portfolio Management under Stress

- A Bayesian-Net Approach to Coherent Asset Allocation
Engelsk
Hardback 2014
Format:

Bog beskrivelse
Portfolio Management under Stress combines the insights of modern portfolio theory with the well-established Bayesian-net methodology to offer a novel solution to the important problem of asset allocation under conditions of market distress. This insightful book is an important resource for practitioners and research academics in the post-financial crisis world.
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780,67 kr
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Specifikationer
Sprog:
Engelsk
Sider:
518
ISBN-13:
9781107048119
Indbinding:
Hardback
ISBN-10:
1107048117
Kategori:
Udg. Dato:
9 jan 2014
Størrelse i cm:
25,2 x 18,2 x 3,3
Oplagsdato:
9 jan 2014
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