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Exercises in Advanced Risk and Portfolio Management

version 1.4 (1.43 MB) by

text and comments on solutions available at http://symmys.com/node/170

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To walk through the code and for a thorough description, refer to
A. Meucci, (2009) "Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code"
Latest version of article and code available at http://symmys.com/node/170

Comments and Ratings (7)

David

David (view profile)

Zoe

Zoe (view profile)

francesco

very comprehensive work

Mirko

Mirko (view profile)

outstanding

Thomas

Thomas (view profile)

So useful, you just can't imagine

Justin Ceglar

Awesome, thank you

Updates

1.4

updated references

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Added dynamic strategies

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Meucci_ExercisesRiskPortfolioMgmt/10_EstimationRisk/A_General/

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