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 more accura...
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| Format: | Electronic eBook |
| Language: | English |
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New York :
Palgrave Macmillan US : Imprint: Palgrave Macmillan,
2016.
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| Series: | Quantitative Perspectives on Behavioral Economics and Finance
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| Online Access: | Full Text via HEAL-Link |
