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Ch 9: Estimation risk and allocation optimization (Bayes, Black-Litterman, Python and MATLAB code for advanced risk and portfolio management, see here . Risk and Asset Allocation has 24 ratings and 3 reviews. Max said: Not a bad book, but not what I was looking for. The book has extensive coverage of dist. mathematical finance but foreign exchanges, term structure, risk management, portfolio theory Attilio Meucci. Risk and. Asset Allocation. With Figures. .

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John Smith marked it as to-read Feb 01, Athilio methods such as stochastic dominance, e This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.

Shin Furuya rated it really liked it Aug 08, Dimitris added it Jan 17, Keven Bluteau rated it it was amazing Apr 30, Just a moment while we sign you in to your Goodreads account. Xiaoyu Ouyang added it Jun 10, To ask other readers questions about Risk and Asset Allocationplease sign up. Thomas Aolocation marked it as to-read Feb 21, There are no discussion topics on this book yet.


Tim Booher alllocation it as to-read Mar 09, Timchiang marked it as allocatoin Apr 20, Phil rated it really liked it Jan 06, Joseph added it Jul 25, Vaani marked it as to-read Oct 26, Easily includes more than a thousand equations, most discussed in detail. Meucci offers the best available mathematical finance foundation applicable to the investment industry buy-side. Wolfgang marked it as to-read Feb 14, Fabio rated it really liked it May 26, Holidaylalala marked it as to-read Sep 19, For a more practical approach to the same problems, call me.

Henry rated it really liked it Nov 12, Mike rated it really liked it May 10, Risk and Asset Allocation by Allication Meucci. Be the first to ask a question about Risk and Asset Allocation. Steve marked it as to-read Nov 11, It covers topics I didn’t know exist.

Casey Conger rated it it was amazing Dec 03, Justas Azna marked it as to-read Nov 28, Brandon Wright rated it liked it Jun 01, Piotr rated it liked it May 13, Jun 09, Frank Ashe rated it it was ok Shelves: Brian Peterson rated it it was amazing Nov 02, David rated it really liked it Jul 31, Li Li marked it as to-read Jun 10, Christian Lauron rated it liked it Sep 04, Portfolio optimization is presented with emphasis on estimation risk, assst is tackled by means of Bayesian, resampling and robust optimization techniques.


Jake marked it as to-read Apr 20, I’ve got a PhD in maths, so it’s not the depth that bothers me, it’s the use of the maths. Samprabhu Rubandhas rated it it was amazing Apr 11, More alocation and complete reviews can also be found at symmys. Published June 8th by Springer first published January 1st