Risk and Asset Allocation 作者: Attilio Meucci 出版社: Springer出版年: 2007-6-8页数: 560定价: GBP 55.99装帧: Hardcover丛书: springer financeISBN: 9783540222132豆瓣评分 8.6 16人评价 5星 43.8% 4星 37.5% 3星 18.8% 2星 0.0% 1星 0.0%
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 ...
作者:Meucci, Attilio 出品人: 页数:558 译者: 出版时间: 价格:$ 56.44 装帧: isbn号码:9783642009648 丛书系列: 图书标签:金融统计 Risk and Asset Allocation 2025 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 ...
Meucci, AttilioSSRN Electronic JournalDeguest, R., Martellini, L., & Meucci, A. (2013). Risk parity and beyond-from asset allocation to risk allocation decisions. Available at SSRN 2355778.Deguest, R., Martellini, L. & Meucci, A. (2013). Risk Parity and Beyond - From Asset ...
Attilio Meucci, ARPM "The Prayer" is a recipe of ten sequential steps for all portfolio managers, risk managers and algorithmic traders across all asset classes and investment horizons, to model and manage the P&L distribution of their positions. For each of the ten ...
A quik update on what's new at Attilio Meucci'sARPM course offerngsin 2018. ARPM MOOC: a light package for self-learners: 25 hours of online instruction, split into 134 micro video lectures. ARPM Marathon: provides a deep absorption of the materials: 120 hours of online instruction, with...
Meucci, Attilio The Prayer: Ten-Step Checklist for Advanced Risk and Portfolio Management - The Quant Classroom by Attilio Meucci GARP Risk Professional, April/June 2011, p. 54-60/34-41.The Prayer: Ten-step checklist for advanced risk and portfolio management, GARP Risk Professional April/June...
Meucci, Attilio. 2007. Risk and Asset Allocation. Berlin: Springer. [Google Scholar] Muliere, Pietro, and Marco Scarsini. 1989. A note on stochastic dominance and inequality measures. Journal of Economic Theory 49: 314–23. [Google Scholar] [CrossRef] Necir, Abdelhakim, and Djamel Meraghni...
A complete Ecosystem to Master Modern Quantitative Finance. ARPM is an education firm founded by Attilio Meucci.
Deguest, RomainMartellini, LionelMeucci, AttilioJournal of Portfolio Management