Portfolio construction & risk budgetting Amazon | Portfolio Construction and Risk Budgeting | Scherer の詳細情報
Amazon | Portfolio Construction and Risk Budgeting | Scherer 。Bernd SchererPortfolio Construction and Risk BudgetingChapters feature:- Application in Mean Variance Investing- Incorporating Deviations from Normality- Portfolio Resampling and Estimation Error- Robust Portfolio Optimisation and Estimation Error- Bayesian Analysis and Portfolio ChoiceThis new edition is highly recommended for practitioners including portfolio managers, consultants, strategists, marketers and quantitative analysts.