Coverart for item
The Resource Multi-moment asset allocation and pricing models, edited by Emmanuel Jurczenko and Bertrand Maillet

Multi-moment asset allocation and pricing models, edited by Emmanuel Jurczenko and Bertrand Maillet

Label
Multi-moment asset allocation and pricing models
Title
Multi-moment asset allocation and pricing models
Statement of responsibility
edited by Emmanuel Jurczenko and Bertrand Maillet
Contributor
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Jurczenko, Emmanuel
  • Maillet, Bertrand
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Investments
  • Asset allocation
  • Capital assets pricing model
Label
Multi-moment asset allocation and pricing models, edited by Emmanuel Jurczenko and Bertrand Maillet
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
  • Theoretical foundations of asset allocations and pricing models with higher-order moments / Emmanuel Jurczenko and Bertrand Maillet -- On certain geometric aspects of portfolio optimisation with higher moments -- / Gustavo M. de Athayde and Renato G. Flôres Jr. -- Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin -- Higher order moments and beyond / Luisa Tibiletti -- Gram-Charlier expansions and portfolio selection in non-Gaussian universes / François Desmoulins-Lebeault -- The
  • four-moment capital asset pricing model : between asset pricing and asset allocation / Emmanuel Jurczenko and Bertrand Maillet -- Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / Yannick Malevergne and Didier Sornette -- Modeling the dynamics of conditional dependency between financial series / Eric Jondeau and Michael Rockinger -- A
  • test of the homogeneity of asset pricing models / Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga
Control code
FIEb13412930
Dimensions
25 cm.
Extent
xxiv, 233 pages
Isbn
9780470034156
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)70045848
Label
Multi-moment asset allocation and pricing models, edited by Emmanuel Jurczenko and Bertrand Maillet
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
  • Theoretical foundations of asset allocations and pricing models with higher-order moments / Emmanuel Jurczenko and Bertrand Maillet -- On certain geometric aspects of portfolio optimisation with higher moments -- / Gustavo M. de Athayde and Renato G. Flôres Jr. -- Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin -- Higher order moments and beyond / Luisa Tibiletti -- Gram-Charlier expansions and portfolio selection in non-Gaussian universes / François Desmoulins-Lebeault -- The
  • four-moment capital asset pricing model : between asset pricing and asset allocation / Emmanuel Jurczenko and Bertrand Maillet -- Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / Yannick Malevergne and Didier Sornette -- Modeling the dynamics of conditional dependency between financial series / Eric Jondeau and Michael Rockinger -- A
  • test of the homogeneity of asset pricing models / Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga
Control code
FIEb13412930
Dimensions
25 cm.
Extent
xxiv, 233 pages
Isbn
9780470034156
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)70045848

Library Locations

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      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
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