| Record ID | marc_loc_2016/BooksAll.2016.part33.utf8:113419629:2533 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part33.utf8:113419629:2533?format=raw |
LEADER: 02533cam a2200349 a 4500
001 2006017994
003 DLC
005 20070822093242.0
008 060605s2006 enka b 001 0 eng
010 $a 2006017994
020 $a0470034157 (hbk)
020 $a9780470034156 (hbk)
020 $a9780470034156
035 $a(OCoLC)ocm70045848
035 $a(OCoLC)70045848
040 $aDLC$cDLC$dBAKER$dBWKUK$dYDX$dBTCTA$dYDXCP$dDLC
050 00 $aHG4515.2$b.M85 2006
082 00 $a332.601/5195$222
245 00 $aMulti-moment asset allocation and pricing models /$cedited by Emmanuel Jurczenko and Bertrand Maillet.
260 $aChichester, England ;$aHoboken, NJ :$bJohn Wiley & Sons, Inc.,$cc2006.
300 $axxiv, 233 p. :$bill. ;$c25 cm.
440 0 $aWiley finance series
504 $aIncludes bibliographical references and index.
505 0 $aTheoretical 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.
650 0 $aInvestments$xMathematical models.
650 0 $aAsset allocation$xMathematical models.
650 0 $aCapital assets pricing model.
700 1 $aJurczenko, Emmanuel.
700 1 $aMaillet, Bertrand.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip0614/2006017994.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0741/2006017994-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0741/2006017994-d.html