An edition of Multi-moment asset allocation and pricing models
(2006)
Multi-moment asset allocation and pricing models
by Emmanuel Jurczenko
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Previews available in: English
| Edition | Availability |
|---|---|
1
Multi-Moment Asset Allocation and Pricing Models
2015, Wiley & Sons, Limited, John
in English
1119201837 9781119201830
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2
Multi-moment Asset Allocation and Pricing Models (The Wiley Finance Series)
December 11, 2006, Wiley
in English
0470034157 9780470034156
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3
Multi-moment asset allocation and pricing models
2006, John Wiley & Sons
in English
0470034157 9780470034156
|
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4
Multi-Moment Asset Allocation and Pricing Models
2006, Wiley & Sons, Incorporated, John
in English
1280649151 9781280649158
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zzzz
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Book Details
Table of Contents
Theoretical foundations of asset allocations and pricing models with higher-order moments / Emmanuel Jurczenko and Bertrand Maillet
On certain geometric aspects of portfolio optimisation with higher moments
/ Gustavo M. de Athayde and Renato G. Flôres Jr.
Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin
Higher order moments and beyond / Luisa Tibiletti
Gram-Charlier expansions and portfolio selection in non-Gaussian universes / François Desmoulins-Lebeault
The four-moment capital asset pricing model : between asset pricing and asset allocation / Emmanuel Jurczenko and Bertrand Maillet
Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / Yannick Malevergne and Didier Sornette
Modeling the dynamics of conditional dependency between financial series / Eric Jondeau and Michael Rockinger
A test of the homogeneity of asset pricing models / Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga.
Edition Notes
Includes bibliographical references and index.
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History
- Created December 20, 2008
- 10 revisions
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| January 14, 2023 | Edited by ImportBot | import existing book |
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