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Télécharger le livre : Multi-moment Asset Allocation and Pricing Models
Emmanuel Jurczenko , Bertrand Maillet
Multi-moment Asset Allocation and Pricing Models
While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit “fat-tails” distributions and...
Editeur : Wiley
Parution : 2006-10-02
Collection : The Wiley Finance Series
Format(s) : PDF
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