Portfolio management under stress: a bayesian-net approach to coherent asset allocation (Record no. 194630)

000 -LEADER
fixed length control field 01790cam a2200193 i 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130923s2013 enka b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781107048119
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.601519542
Item number R3P6
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Rebonato, Riccardo
9 (RLIN) 311899
245 10 - TITLE STATEMENT
Title Portfolio management under stress: a bayesian-net approach to coherent asset allocation
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cambridge
Name of publisher, distributor, etc Cambridge University Press
Date of publication, distribution, etc 2013
300 ## - PHYSICAL DESCRIPTION
Extent xxvi, 491 p.
520 ## - SUMMARY, ETC.
Summary, etc 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.<br/>(http://www.cambridgeindia.org/showbookdetails.asp?ISBN=9781107048119)
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Portfolio management - Mathematical models
9 (RLIN) 311900
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investments - Mathematical models
9 (RLIN) 311901
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk - Mathematical models
9 (RLIN) 311902
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Denev, Alexander
9 (RLIN) 311903
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Total Renewals Full call number Barcode Date last seen Date last borrowed Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library General Stacks 19/01/2015 NSI Infinium Global Pvt. Ltd. (Online) 3223.21 4 10 332.601519542 R3P6 188322 04/03/2019 31/07/2018 4204.00 Books

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