Основной контент книги Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails
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Volume 336 pages
Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails
author
malcolm kemp
$104.40
About the book
Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm Kemp shows readers how to analyse market data to uncover fat-tailed behaviour, how to incorporate expert judgement in the handling of such information, and how to refine portfolio construction methodologies to make portfolios less vulnerable to extreme events or to benefit more from them. This is the only text that... Next
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Age restriction:
0+Release date on Litres:
09 June 2018Volume:
336 p. ISBN:
9780470976791Total size:
8.9 МБTotal number of pages:
336Copyright holder:
John Wiley & Sons Limited