Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under c

A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stoc

A career’s worth of portfolio management knowledge in one thorough, efficient guide Portfolio Management is an authoritative guide for those who wish to manag

As individuals are becoming more and more responsible for ensuring their own financial future, portfolio or fund management has taken on an increasingly importa