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Portfolio Management Under Stress: A Bayesian-Net Approach to Coherent Asset Allocation

[Hardback]

by Riccardo Rebonato, Alexander Denev

Book Format
Hardcover
Publisher
Cambridge University Press
Published
January 2014
Weight
1022g

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Portfolio Management Under Stress: A Bayesian-Net Approach to Coherent Asset Allocation

Today's Price £51.90

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Product Description

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.