Portfolio management under stress : a Bayesian-net approach to coherent asset allocation /
"Portfolio Management Under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Eur...
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| Format: | Book |
| Language: | English |
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Cambridge :
Cambridge University Press,
2013
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| Subjects: |
Internet
Massachusetts Institute of Technology
| Call Number: |
HG4529.5.R43 2013 |
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Dartmouth College
| Call Number: |
HG4529.5 .R43 2013 |
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Princeton University
| Call Number: |
HG4529.5 .R43 2013 |
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