Postmodern Portfolio Theory Navigating Abnormal Markets and Investor Behavior /

• Κύριος συγγραφέας: Chen, James Ming (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2016.
• Σειρά: Quantitative Perspectives on Behavioral Economics and Finance
• Θέματα: Economic theory.; Macroeconomics.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Macroeconomics/Monetary Economics//Financial Economics.

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 more accura...