Maillet, Bertrand
Libros de: Maillet, Bertrand
Mostrando 1 libros encontrados. (1 páginas).
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Multi-Moment Asset Allocation And Pricing Models
Jurczenko, Emmanuel Maillet, Bertrand
Wiley & Sons Ltd. (2006)
- 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 ...