Portfolio management under stress : a Bayesian-net approach to coherent asset allocation / Riccardo Rebonato and Alexander Denev.

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Material type: Text

TextPublication details: Cambridge : Cambridge University Press, 2013Description: xxvi, 491 p. : ill. ; 25 cmISBN:

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Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Open Shelf	UMPLIB GAMBANG	HG4529.5 .R43 2013 (Browse shelf(Opens below))	1	Available		0000096002

Includes bibliographical references and index