000 01063nam a2200277 a 4500
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003 KUKTEM
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008 150512t2013 enka f b 001 0 eng d
020 _a9781107048119 (hbk.)
020 _a1107048117 (hbk.)
039 9 _a201505121211
_bsafura
_c201505121210
_dsafura
_y201505121210
_zsafura
040 _aUMP
090 _aHG4529.5 .R43 2013
100 1 _aRebonato, Riccardo
245 1 0 _aPortfolio management under stress :
_ba Bayesian-net approach to coherent asset allocation /
_cRiccardo Rebonato and Alexander Denev.
260 _aCambridge :
_bCambridge University Press,
_c2013
300 _axxvi, 491 p. :
_bill. ;
_c25 cm.
504 _aIncludes bibliographical references and index
650 0 _aPortfolio management
_xMathematical models
650 0 _aInvestments
_xMathematical models
650 0 _aFinancial risk
_xMathematical models
700 1 _aDenev, Alexander
999 _aVIRTUA40
_c79052
_d79058
999 _aVTLSSORT0080*0400*0200*0201*0900*1000*2450*2600*3000*5040*6500*6501*6502*7000*9992
942 0 0 _01