Maillet, Bertrand

Libros de: Maillet, Bertrand

Mostrando 1 libros encontrados. (1 páginas).


  • Multi-Moment Asset Allocation And Pricing Models

    Jurczenko, Emmanuel Maillet, Bertrand

    Wiley & Sons Ltd. (2006)

    valoración

    • EAN: 9780470034156
    • Páginas: 256
    • Fecha de edición: 2006

    pvp.118,30 €

    Disponible entre 11 y 20 dias

    While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit "fat-tails" distributions and investors ...