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

by Riccardo Rebonato and Alexander Denev

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1107048117
• ISBN13: 9781107048119
• Release Date: February 2014
• Publisher: Cambridge University Press
• Length: 518 Pages
• Weight: 2.35 lbs.
• Dimensions: 1.3" x 6.8" x 9.8"