Postmodern Portfolio Theory Navigating Abnormal Markets and Investor Behavior
This survey of portfolio theory, from its modern origins through more sophisticated, zpostmoderny incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of financial models that more accura...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York :
Palgrave Macmillan US : Imprint: Palgrave Macmillan
2016.
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| Colección: | Quantitative Perspectives on Behavioral Economics and Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b3612185x*spi |
