The book offers a wide exposition of the main approaches to asset allocation

“The book offers a wide exposition of the main approaches to asset allocation, starting from the classical
models up to the recent developments in portfolio management. By virtue of the sequential structure of the
subjects and the simple but efficacious mathematical treatment, the monograph is useful for graduate
students and quantitatively-oriented practitioners too. The book is complemented by online resources,
consisting of software applications performed by MATLAB.”