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Portfolio Management under Stress

By: Riccardo Rebonato (Author) , Alexander Denev (Author)

Manufacture on Demand

Ksh 14,650.00

Format: Hardback or Cased Book

ISBN-13: 9781107048119

Publisher: Cambridge University Press

Publication Date: Jan 9th, 2014

Weight: 1070 grams

Dimension: 25.20 x 18.20 x 3.30 cms

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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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