Portfolio management under stress: a bayesian-net approach to coherent asset allocation (Record no. 16333)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02088nam a2200289Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250711113445.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220909b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781107048119 |
| 037 ## - SOURCE OF ACQUISITION | |
| Terms of availability | Textual |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Language of cataloging | eng |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2T0bX:8 Q3 |
| Assigning agency | CSL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rebonato, Riccardo |
| Relator term | author. |
| 245 #0 - TITLE STATEMENT | |
| Title | Portfolio management under stress: a bayesian-net approach to coherent asset allocation |
| Remainder of title | : A bayesian-net approach to coherent asset allocation |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | UK : |
| Name of publisher, distributor, etc. | CUP; |
| Date of publication, distribution, etc. | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvi, 491p. |
| Other physical details | : ill. |
| 500 ## - GENERAL NOTE | |
| General note | Appendix 462-470p.; References 471-484p.; Index 485-491p. |
| 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Diversification and subjuctive views |
| 9 (RLIN) | 815351 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Financial risk |
| 9 (RLIN) | 815352 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Numerical implementation |
| 9 (RLIN) | 815353 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Investments |
| 9 (RLIN) | 578328 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Denev, Alexander |
| Relator term | author. |
| 9 (RLIN) | 479714 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Classification part | B2T0bX:8 Q3 |
| Koha item type | Textual |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Science Library | Central Science Library | 2022-09-12 | 315, 26/02/2015, Vardhman Books | B2T0bX:8 Q3 | SL1598002 | 2022-09-12 | 2022-09-12 | Textual |