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Emmanuel Jurczenko, Bertrand Maillet:
Multi-moment Asset Allocation and Pricing Models (luguel mensal. Assinatura anual)ISBN: 9780470057995
Wiley Finance multimoment; dissertation; lead; first; capm; paper; hopes; significant; pricing; high; asset; improvements; investors; least; returns; kurtosis; matter; skewness; portfolio… mais…
ISBN: 9780470057995
*Multi-moment Asset Allocation and Pricing Models* / pdf eBook für 90.99 € / Aus dem Bereich: eBooks, Wirtschaft Medien > Bücher nein eBook als pdf eBooks > Wirtschaft, John Wiley & Sons
2006, ISBN: 9780470057995
eBooks, eBook Download (PDF), 1. Auflage, [PU: John Wiley & Sons], John Wiley & Sons, 2006
ISBN: 9780470057995
Multi-moment Asset Allocation and Pricing Models: ab 90.99 € eBooks > Wirtschaft John Wiley & Sons eBook als pdf, John Wiley & Sons
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Dados detalhados do livro - Multi-moment Asset Allocation and Pricing Models
EAN (ISBN-13): 9780470057995
ISBN (ISBN-10): 0470057998
Ano de publicação: 2006
Editor/Editora: John Wiley & Sons
258 Páginas
Língua: eng/Englisch
Livro na base de dados desde 2009-12-12T11:55:09-02:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2024-03-15T16:24:59-03:00 (Sao Paulo)
Número ISBN/EAN: 9780470057995
Número ISBN - Ortografia alternativa:
0-470-05799-8, 978-0-470-05799-5
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: gro, maillet, rubinstein, katherine
Título do livro: models, another moment, asset allocation
Dados da editora
Autor: Emmanuel Jurczenko; Bertrand Maillet
Título: Wiley Finance Series; Multi-moment Asset Allocation and Pricing Models
Editora: Wiley; John Wiley & Sons
258 Páginas
Ano de publicação: 2006-10-02
Língua: Inglês
90,99 € (DE)
Not available (reason unspecified)
EA; E107; E-Book; Nonbooks, PBS / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Finance & Investments; Finance & Investments Special Topics; Finanz- u. Anlagewesen; Finanztechnik; Spezialthemen Finanz- u. Anlagewesen; Spezialthemen Finanz- u. Anlagewesen; BB
About the Contributors. Preface. 1. Theoretical Foundations of Asset Allocations and PricingModels with Higher-order Moments (Emmanuel Jurczenko and BertrandMaillet). 2. On certain Geometric Aspects of Portfolio Optimisation withHigher Moments (Gustavo Athayde and Renato Flores). 3. Hedge Funds portfolio Selection with Higher-order Moments: ANon-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier(Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin). 4. Higher Order Moments and Beyond (Luisa Tibiletti). 5. Gram-Charlier Expansions and Portfolio Selection in NonGaussian Universes (François Desmoulins-Lebeault). 6. The Four-moment Capital Asset Pricing Model: between AssetPricing and Asset Allocation (Emmanuel Jurczenko and BertrandMaillet). 7. Multi-Moments Method For Portfolio Management: GeneralizedCapital Asset Pricing Model in Homogeneous and HeterogeneousMarkets (Yannick Malevergne and Didier Sornette). 8. Modeling the Dynamics of Conditional Dependency BetweenFinancial Series (Eric Jondeau and Michael Rockinger). 9. A Test of the Homogeneity of Asset Pricing Models (GiovanniBarone-Adesi, Patrick Gagliardini and Giovanni Urga). Index.Outros livros adicionais, que poderiam ser muito similares com este livro:
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