Spara
Postmodern Portfolio Theory
Författare:
inbunden, 2016
Engelska
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis.
- Undertitel
- Navigating Abnormal Markets and Investor Behavior
- Författare
- James Ming Chen
- Upplaga
- 1st ed. 2016
- ISBN
- 9781137544636
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2016-08-10
- Förlag
- Palgrave Macmillan
- Sidor
- 339
