Preface

Part I Thestatistics of asset allocation

1Univariatestatistics  

2 Multivariatestatistics

3 Modeling themarket

Part II Classicalasset allocation

4 Estimating thedistribution of the market invariants

5 Evaluatingallocations

6 Optimizingallocations

Contents XI

7 Estimating thedistribution of the market invariants

8 Evaluatingallocations

9 Optimizingallocations