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Postmodern Portfolio Theory Navigating Abnormal Markets and Investor Behavior /
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. In pursuit of financial models that m...
| Clasificación: | Libro Electrónico |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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New York :
Palgrave Macmillan US : Imprint: Palgrave Macmillan,
2016.
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| Edición: | 1st ed. 2016. |
| Colección: | Quantitative Perspectives on Behavioral Economics and Finance,
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| Acceso en línea: | Texto Completo |