springer finance(共35册),这套丛书还有 《Modelling, Pricing, and Hedging Counterparty Credit Exposure》《Risk Neutral Valuation》《Credit Risk Valuation》《Mathematical Models of Financial Derivatives》《Irrational Exuberance Reconsidered》等。 喜欢读"Risk and Asset Allocation"的人也喜欢 ··· The Math...
这本Attilio Meucci的《Risk and Asset Allocation》相较本系列上一本会更偏理论一些,这是因为作者工作性质不同。Attilio Meucci毕竟是职业风控出身。不过相同的一点是,两者都是各自领域的大牛,也是真诚地想向世界分享他们的知识。 发布于 2020-09-12 10:01 ...
Background on historic real-equity returns in Canada and the U.S.; Analysis of the asset allocation risk for a one-year horizon; Effect of the shift of asset allocation towards equities on risk.Booth, LaurenceCanadian Investment Review
Risk and Asset Allocation 2024 pdf epub mobi 电子书 图书描述 This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood ...
【预订】Risk and Asset Allocation 预订商品,按需印刷,需要1-3个月发货,非质量问题不接受退换货。进口好书抢先订,点击前往! 出版社:Springer 手机专享价 ¥ 当当价降价通知 ¥1859.27 配送至 北京市东城区 运费6元,满49元包邮 服务 由“当当”发货,并提供售后服务。
In the French regulation case, the required solvency margin does not depend of the asset allocation. It is quite different in the Solvency 2 framework because the target capital has to control the global risk of the company. And the... F Planchet,PE Thérond 被引量: 9发表: 2010年 Capita...
Know Your Risk Profile: Evaluate and understand both your tolerance and capacity for risk Asset Allocation: Distributing your investmentsacross various asset classes—like stocks, bonds, and cash—can mitigate the risk associated with market volatility. ...
Asset allocation: International real estate investment strategy under a workable analytic hierarchy process (AHP) Purpose - The purpose of this paper is to conceptualise a workable strategic asset allocation (SAA) model, given the data paucity problem, and involve an e... KH Ho,SE Ong,TF Sing...
Private Equity, Asset Allocation and Risk Perception - Entrepreneur Spirit and Asset Allocation from a Risk Perspective 作者:Wang, Xiaoli 页数:140 定价:$ 85.88 ISBN:9783639114966 豆瓣评分 目前无人评价 评价: 内容简介· ··· Modern finance is based upon investors' receiving greater expected returns...
Risk and asset allocation, (Springer Berlin, 2009). Hull, J. C. Options, Futures and Other Derivatives, (Prentice Hall, 2012). Mantegna, R. N. Hierarchical structure in financial markets. European Physical Journal B 11, 193–197 (1999). Article CAS ADS Google Scholar Tumminello, M., ...