Incorporating non-normality return distribution into stock picking models with periodical reallocation and provide a framework for investor's decision making and better risk quantifying Buy on Amazon

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Incorporating non-normality return distribution into stock picking models with periodical reallocation and provide a framework for investor's decision making and better risk quantifying

Book Details

ISBN / ASINB00YLPMAG2
ISBN-13978B00YLPMAG2
Sales Rank2,859,574
MarketplaceUnited States  🇺🇸

Description

Stock title selection based on Black-Litterman, Extreme value Theory and copulas. Modelling on Stoxx Europe 50 daily returns with quarterly rebalancing.
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