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Portfolio management under stress : a Bayesian-net approach to coherent asset allocation /

Rebonato, Riccardo

Portfolio management under stress : a Bayesian-net approach to coherent asset allocation / Riccardo Rebonato and Alexander Denev. - Cambridge : Cambridge University Press, 2013 - xxvi, 491 p. : ill. ; 25 cm.

Includes bibliographical references and index

ISBN: 9781107048119 (hbk.) 1107048117 (hbk.)

Subjects--Topical Terms:
Portfolio management--Mathematical models
Investments--Mathematical models
Financial risk--Mathematical models

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