{"product_id":"risk-and-asset-allocation-von-attilio-meucci-1","title":"Risk and Asset Allocation","description":"\n                                \n                \u003cp\u003eThis encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.\u003c\/p\u003e\n                                 \n                \n                \u003cp\u003eMultivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.\u003c\/p\u003e\n                                 \n                \n                \u003cp\u003ePortfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques.\u003c\/p\u003e\n                                 \n                \n                \u003cp\u003eAll the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies.\u003c\/p\u003e\n                                 \n                \n                \u003cp\u003e\n                                        At symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB\n                    \n                    \u003csup\u003e®\u003c\/sup\u003e\n                                         applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.\n                \n                \u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783642009648\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783642009648","offer_id":39423063982173,"sku":"9783642009648","price":90.94,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/71357ab1-4a62-4327-9eb5-a6d74ed57a8d.jpg?v=1772172993","url":"https:\/\/shop.autorenwelt.de\/products\/risk-and-asset-allocation-von-attilio-meucci-1","provider":"Autorenwelt Shop","version":"1.0","type":"link"}