Risk and Asset Allocation
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-540-27904-4
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Citations
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Cited by:
- Nicola Jean & Giacomo Le Pera & Lorenzo Giada & Claudio Nordio, 2025. "A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling," Papers 2507.13324, arXiv.org.
Book Chapters
The following chapters of this book are listed in IDEAS- Attilio Meucci, 2005. "Univariate statistics," Springer Finance, in: Risk and Asset Allocation, chapter 1, pages 3-31, Springer.
- Attilio Meucci, 2005. "Multivariate statistics," Springer Finance, in: Risk and Asset Allocation, chapter 2, pages 33-99, Springer.
- Attilio Meucci, 2005. "Modeling the market," Springer Finance, in: Risk and Asset Allocation, chapter 3, pages 101-166, Springer.
- Attilio Meucci, 2005. "Estimating the distribution of the market invariants," Springer Finance, in: Risk and Asset Allocation, chapter 4, pages 169-236, Springer.
- Attilio Meucci, 2005. "Evaluating allocations," Springer Finance, in: Risk and Asset Allocation, chapter 5, pages 237-300, Springer.
- Attilio Meucci, 2005. "Optimizing allocations," Springer Finance, in: Risk and Asset Allocation, chapter 6, pages 301-359, Springer.
- Attilio Meucci, 2005. "Estimating the distribution of the market invariants," Springer Finance, in: Risk and Asset Allocation, chapter 7, pages 363-388, Springer.
- Attilio Meucci, 2005. "Evaluating allocations," Springer Finance, in: Risk and Asset Allocation, chapter 8, pages 389-416, Springer.
- Attilio Meucci, 2005. "Optimizing allocations," Springer Finance, in: Risk and Asset Allocation, chapter 9, pages 417-461, Springer.
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