. .
Français
France
Livres similaires
Autres livres qui pourraient ressembler au livre recherché:
Outils de recherche
s'inscrire

Connectez-vous avec Facebook:

S'inscrire
Mot de passe oublié?


Historique de recherche
Liste pense-bête
Liens vers eurolivre.fr

Partager ce livre sur…
Livre conseillé
Actualités
Conseils d'eurolivre.fr
Publicité
FILTRE
- 0 Résultats
prix le plus bas: 90,99 €, prix le plus élevé: 153,87 €, prix moyen: 105,77 €
Multi-moment Asset Allocation and Pricing Models - Emmanuel Jurczenko
Livre non disponible
(*)
Emmanuel Jurczenko:
Multi-moment Asset Allocation and Pricing Models - nouveau livre

ISBN: 9780470057995

ID: 9780470057995

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 & #8220 fat-tails& #8221 distributions and investors exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models.Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets.This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents.Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research. Multi-moment Asset Allocation and Pricing Models: 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 & #8220 fat-tails& #8221 distributions and investors exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models.Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets.This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents.Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research. Finance & Investments Spezialthemen Finanz- u. Anlagewesen Finanz- u. Anlagewesen Finance & Investments Special Topics Finanztechnik, John Wiley & Sons

Nouveaux livres Rheinberg-Buch.de
Ebook, Englisch, Neuware Frais d'envoiAb 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Multi-moment Asset Allocation and Pricing Models - Emmanuel Jurczenko
Livre non disponible
(*)
Emmanuel Jurczenko:
Multi-moment Asset Allocation and Pricing Models - nouveau livre

ISBN: 9780470057995

ID: 9780470057995

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 exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models.Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets.This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents.Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research. Multi-moment Asset Allocation and Pricing Models: 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 exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models.Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets.This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents.Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research. Finance & Investments Finance & Investments Special Topics Finanz- u. Anlagewesen Finanztechnik Spezialthemen Finanz- u. Anlagewesen, John Wiley & Sons

Nouveaux livres Rheinberg-Buch.de
Ebook, Englisch, Neuware Frais d'envoiAb 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Multi-Moment Asset Allocation And Pricing Models - Wiley
Livre non disponible
(*)
Wiley:
Multi-Moment Asset Allocation And Pricing Models - nouveau livre

2006, ISBN: 9780470057995

ID: 5575380

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 exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated 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 exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models. Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets. This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents. Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research. eBooks, Business, Finance & Law~~Finance & Accounting~~Finance, Multi-Moment Asset Allocation And Pricing Models~~EBook~~9780470057995~~Emmanuel Jurczenko, Bertrand Maillet, Mark Rubinstein, , Multi-Moment Asset Allocation And Pricing Models, Mark Rubinstein, 9780470057995, Wiley, 10/02/2006, , , , Wiley

Nouveaux livres Hive.co.uk
MPN: , SKU 5575380 Frais d'envoizzgl. Versandkosten, Livraison non-comprise
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Multi-moment Asset Allocation and Pricing Models - Emmanuel Jurczenko;  Bertrand Maillet
Livre non disponible
(*)
Emmanuel Jurczenko; Bertrand Maillet:
Multi-moment Asset Allocation and Pricing Models - Première édition

2006, ISBN: 9780470057995

ID: 25452607

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Wiley]

Nouveaux livres Lehmanns.de
Frais d'envoiDownload sofort lieferbar, , Sans frais d'envoi en Allemagne (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Multi-moment Asset Allocation and Pricing Models
Livre non disponible
(*)
Multi-moment Asset Allocation and Pricing Models - nouveau livre

ISBN: 9780470057995

ID: 48794279

eBooks > Belletristik > Erzählungen, [PU: Wiley]

Nouveaux livres eBook.de
No. 15084850 Frais d'envoizzgl., Versandkosten, DE (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.

Détails sur le livre
Multi-moment Asset Allocation and Pricing Models
Auteur:

Rubinstein, Mark

Titre:

Multi-moment Asset Allocation and Pricing Models

ISBN:

Informations détaillées sur le livre - Multi-moment Asset Allocation and Pricing Models


EAN (ISBN-13): 9780470057995
ISBN (ISBN-10): 0470057998
Date de parution: 2006
Editeur: Wiley, J
258 Pages
Langue: eng/Englisch

Livre dans la base de données depuis 12.12.2009 14:55:09
Livre trouvé récemment le 30.06.2017 13:09:23
ISBN/EAN: 0470057998

ISBN - Autres types d'écriture:
0-470-05799-8, 978-0-470-05799-5


< pour archiver...
Livres en relation