Portfolio Management under Stress

Name: Portfolio Management under Stress
Brand: Cambridge University Press
SKU: 9781107048119
Price: 4772.00 INR
Availability: InStock

by Riccardo Rebonato, Alexander Denev

Cambridge University Press

₹4,772

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From the publisher

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.

Description supplied by the publisher.