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Risk and asset allocation [electronic resource] / Attilio Meucci.

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Bibliographic Details
Online Access:	Full Text (via Springer)
Main Author:	Meucci, Attilio
Format:	Electronic eBook
Language:	English
Published:	Berlin ; New York : Springer, 2005.
Series:	Springer finance.
Subjects:	Asset allocation. Portfolio management. Risk management. Multivariate analysis.

Table of Contents:

Part I: The statistics of asset allocation. Univariate statistics
Multivariate statistics
Modeling the market
Part II: Classical asset allocation. Estimating the distribution of the market invariants
Evaluating allocations
Optimizing allocations
Part III: Accounting for estimation risk. Estimating the distribution of the market invariants
Evaluating allocations
Optimizing allocations.