Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing

kod QR

Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing

Zapisane w:

Opis bibliograficzny
1. autor:	Rachev, Sveltozar T
Format:	Sách
Język:	Undetermined
Wydane:	John Wiley & Sons 2005
Hasła przedmiotowe:	Đầu tư;
Etykiety:	Dodaj etykietę Nie ma etykietki, Dołącz pierwszą etykiete!

Thư viện lưu trữ:	Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh

Podobne zapisy

Fat-Tailed and return distributions :
od: Rachev, S. T.
Wydane: (2005)

Modern portfolio theory, the capital asset pricing model and arbitrage pricing theory :
od: Harrington, Diana R
Wydane: (1987)

Social influences on dispersal and the fat-tailed dispersal distribution in red-cockaded woodpeckers /
od: Kesler, Dylan C.

Stock market liquidity : Implications for market microstructure and asset pricing
Wydane: (2008)

Option pricing, interest rates and risk management :
Wydane: (2001)

Advanced stochastic models, risk assessment, and portfolio optimization :
od: Rachev, S. T
Wydane: (2008)

Asset pricing :
od: Kellerhals, B. Philipp
Wydane: (2004)

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
od: Mostafa, Fahed, i wsp.
Wydane: (2020)

Option pricing
od: Jerry, Marlow

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
od: Rachev, Svetlozar T
Wydane: (2008)

Applied Asset and Risk Management: A Guide to Modern Portfolio Management and Behavior-Driven Markets
od: Schulmerich, Marcus, i wsp.
Wydane: (2015)

Optimal portfolio modeling : Models to maximize return and control risk in Excel and R + CD-ROM
od: McDonnell, Philip
Wydane: (2008)

Finance theory and asset pricing
od: Milne, Frank
Wydane: (2003)

Finance theory and asset pricing
od: Milne, Frank
Wydane: (2003)

Option writing strategies for extraordinary returns
od: Funk, David G.
Wydane: (2005)

Asymmetric Returns: The Future of Active Asset Management /
od: M.Ineichen Alexander
Wydane: (2006)

Asymmetric returns : the future of active asset management
od: Ineichen, Alexander M
Wydane: (2007)

Advanced option pricing models :
od: Katz, Jeffrey Owen
Wydane: (2005)

Heavy-Tailed Distributions and Robustness in Economics and Finance
od: Ibragimov, Marat, i wsp.
Wydane: (2015)

Asset and risk management :
Wydane: (2005)

Asset and risk management :
Wydane: (2005)

Environmental implications of options in urban mobility
Wydane: (1973)

Skew Field Constructions /
od: Cohn, P. M.
Wydane: (1973)

The dynamic relationship of oil price, gold price and stock market return - Evidence in Vietnam
od: Nguyễn, Phan Hồng Ngọc
Wydane: (2023)

Asset Price Volatility of Listed Companies in the Vietnam Stock Market
od: Bui, Huu Phuoc, i wsp.
Wydane: (2024)

Pricing, distribution and employment :
od: Bain, Joe S.
Wydane: (1948)

Options : Trading strategy and risk management
od: Vine, Simon
Wydane: (2005)

Real Options, Ambiguity, Risk and Insurance
od: Bensoussan, Alain, i wsp.
Wydane: (2014)

The 90% solution : higher returns, less risk
od: Rogers, David
Wydane: (2006)

Managing Commodity Price Risk
od: Hartley, Janet L
Wydane: (2012)

The Use of Risk Budgets in Portfolio Optimization
od: Unger, Albina
Wydane: (2015)

Portfolio management under stress: a bayesian-net approach to coherent asset allocation
od: Rebonato, Riccardo
Wydane: (2013)

Social movements as extra-institutional entrepreneurs : The effect of protests on stock price returns /
od: King, Brayden G.

Stability for the integro-differential variational inequalities of the American option pricing problem /
od: Mastroeni, Loretta.

Dynamic programming methods for the American option pricing problem with stochastic volatility /
od: Mastroeni, Loretta.

Applying options pricing method in determining the weighted average cost of capital
od: Nguyễn, Thanh Hồng Ân
Wydane: (2022)

Timing Optimization Through Clock Skew Scheduling
od: Kourtev, Ivan S., i wsp.
Wydane: (2020)

Left Out of the Bargain: Settlements in Foreign Bribery Cases and Implications for Asset Recovery
od: Oduor, JacintaAnyango, i wsp.
Wydane: (2015)

Lowering Suicide Risk in Returning Troops Wounds of War
od: Wiederhold, Brenda K
Wydane: (2013)

Managing credit risk in corporate bond portfolios :
od: Ramaswam, Srichander
Wydane: (2004)