Overview: The only book that truly discusses in a self-contained and general way all the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia .This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.. .Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected uti
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