{"product_id":"9783642009648","title":"Springer Finance","description":"\u003ch1\u003eSpringer Finance\u003c\/h1\u003e \u003ch2\u003eMeucci, Attilio\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.\u003c\/p\u003e \u003cp\u003eMultivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.\u003c\/p\u003e \u003cp\u003ePortfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques.\u003c\/p\u003e \u003cp\u003eAll the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies.\u003c\/p\u003e \u003cp\u003eAt symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB\u003csup\u003e®\u003c\/sup\u003e applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2009-05-22\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783642009648\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-540-27904-4\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 532\u003c\/p\u003e ","brand":"Springer Berlin Heidelberg","offers":[{"title":"Default Title","offer_id":44481725300876,"sku":"9783642009648","price":89.1,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783642009648.jpg?v=1775734751","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783642009648","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}