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 generally, when an investor believes that a particular scenario (such as the break-up of the Euro) may occur. Employing a coherent and thorough approach, it provides practical guidance on how best to choose an optimal and stable asset allocation in the presence of user specified scenarios or 'stress conditions'. The authors place ...
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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 generally, when an investor believes that a particular scenario (such as the break-up of the Euro) may occur. Employing a coherent and thorough approach, it provides practical guidance on how best to choose an optimal and stable asset allocation in the presence of user specified scenarios or 'stress conditions'. The authors place causal explanations, rather than association-based measures such as correlations, at the core of their argument, and insights from the theory of choice under ambiguity aversion are invoked to obtain stable allocations results. Step-by-step design guidelines are included to allow readers to grasp the full implementation of the approach, and case studies provide clarification. This insightful book is a key resource for practitioners and research academics in the post-financial crisis world.
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Add this copy of Portfolio Management under Stress: A Bayesian-Net to cart. $92.78, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2014 by Cambridge University Press.
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Fine. Contains: Line drawings. 119 b/w illus. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Portfolio Management under Stress: A Bayesian-Net to cart. $99.81, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2014 by Cambridge University Press.
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New. Contains: Line drawings. 119 b/w illus. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Portfolio Management under Stress: A Bayesian-Net to cart. $100.00, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2014 by Cambridge University Press.
Add this copy of Portfolio Management under Stress: A Bayesian-Net to cart. $100.26, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2014 by Cambridge University Press.
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Add this copy of Portfolio Management Under Stress: a Bayesian-Net to cart. $77.38, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2014 by Cambridge University Press.
Add this copy of Portfolio Management under Stress: A Bayesian-Net to cart. $104.52, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2014 by Cambridge University Press.
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Seller's Description:
Fine. Contains: Line drawings. 119 b/w illus. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
