An edition of Multi-moment asset allocation and pricing models (2006)

Multi-moment asset allocation and pricing models

by

Cover of: Multi-moment asset allocation and pricing models by Emmanuel Jurczenko
Read Listen

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today
Notes
Notes

Download Options

Check nearby libraries

Buy this book

Last edited by ImportBot
October 18, 2022 | History
Edit
An edition of Multi-moment asset allocation and pricing models (2006)

Multi-moment asset allocation and pricing models

by

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
John Wiley & Sons
Language
English
Pages
233

Check nearby libraries

Buy this book

Previews available in: English

Subjects

Mathematical models, Asset allocation, Investments, Capital assets pricing model, Investments, mathematical models
Edition Availability
Cover of: Multi-Moment Asset Allocation and Pricing Models
Multi-Moment Asset Allocation and Pricing Models
2015, Wiley & Sons, Limited, John
in English
Cover of: Multi-Moment Asset Allocation and Pricing Models
Multi-Moment Asset Allocation and Pricing Models
2006, Wiley & Sons, Incorporated, John
in English
Cover of: Multi-moment Asset Allocation and Pricing Models (The Wiley Finance Series)
Multi-moment Asset Allocation and Pricing Models (The Wiley Finance Series)
December 11, 2006, Wiley
in English
Cover of: Multi-moment asset allocation and pricing models
Multi-moment asset allocation and pricing models
2006, John Wiley & Sons
in English

Add another edition?

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.

Published in
Chichester, Hoboken, NJ
Series
Wiley finance series

Classifications

Dewey Decimal Class
332.601/5195
Library of Congress
HG4515.2 .M85 2006, HG4515.2.M84 2006, HG4515.2 .M84 2006

The Physical Object

Pagination
xxiv, 233 p. :
Number of pages
233

ID Numbers

Open Library
OL22745631M
Internet Archive
multimomentasset00jurc
ISBN 10
0470034157
ISBN 13
9780470034156
LCCN
2006017994
OCLC/WorldCat
70045848
Goodreads
1132060

Source records

Internet Archive item record
Library of Congress MARC record
Internet Archive item record
Better World Books record
marc_columbia MARC record
Promise Item

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON
October 18, 2022 Edited by ImportBot import existing book
December 14, 2020 Edited by MARC Bot import existing book
July 29, 2014 Created by ImportBot import new book