Isbn: 9781137544636 - postmodern portfolio theory: navigating abnormal markets and investor behavior (quantitative perspectives on behavioral economics and finance) (19 resultados)

Condición: New. In English.

Condición: New.

Condición: New.

Condición: New.

Condición: New. Series: Quantitative Perspectives on Behavioral Economics and Finance. Num Pages: 359 pages, 1 black & white illustrations, 8 colour illustrations, 16 black & white tables, biography. BIC Classification: KCA; KCB; KFFM. Category: (G) General (US: Trade). Dimension: 159 x 217 x 25. Weight in Grams: 592. . 2016. 1st ed. 2016. hardcover. . . . . …

Condición: New. pp. 268.

Condición: New. Series: Quantitative Perspectives on Behavioral Economics and Finance. Num Pages: 359 pages, 1 black & white illustrations, 8 colour illustrations, 16 black & white tables, biography. BIC Classification: KCA; KCB; KFFM. Category: (G) General (US: Trade). Dimension: 159 x 217 x 25. Weight in Grams: 592. . 2016. 1st ed. 2016. hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Condición: Brand New. 339 pages. 8.25x6.00x1.00 inches. In Stock.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: As New. Unread book in perfect condition.

Condición: new. Questo è un articolo print on demand.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 accurately describe abnormal markets and investor psychology, this book bifurcates beta on either side of mean returns. It then evaluates this traditional risk measure according to its relative volatility and correlation components. After specifying a four-moment capital asset pricing model, this book devotes special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory, contemporary finance continues to rest on mean-variance optimization and the two-moment capital asset pricing model. The term postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern portfolio theory. A comprehensive approach to financial risk management must address all aspects of portfolio theory, from the beautiful symmetries of modern portfolio theory to the disturbing behavioral insights and the vastly expanded mathematical arsenal of the postmodern critique. Mastery of postmodern portfolio theory's quantitative tools and behavioral insights holds the key to the efficient frontier of risk management. 360 pp. Englisch. …

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. James Ming Chen holds the Justin Smith Morrill Chair in Law at Michigan State University, USA. He teaches, lectures, and writes widely on law, economics, and regulation. His books, Disaster Law and Policy and Postmodern Portfolio Theory, cover. …

Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Condición: New. Print on Demand pp. 268.

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 accurately describe abnormal markets and investor psychology, this book bifurcates beta on either side of mean returns. It then evaluates this traditional risk measure according to its relative volatility and correlation components. After specifying a four-moment capital asset pricing model, this book devotes special attention to measures of market risk in global banking regulation.Palgrave Macmillan, Tiergartenstr. 17, 69121 Heidelberg 360 pp. Englisch. …

Condición: New. PRINT ON DEMAND pp. 268.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 accurately describe abnormal markets and investor psychology, this book bifurcates beta on either side of mean returns. It then evaluates this traditional risk measure according to its relative volatility and correlation components. After specifying a four-moment capital asset pricing model, this book devotes special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory, contemporary finance continues to rest on mean-variance optimization and the two-moment capital asset pricing model. The term postmodern portfolio theory captures many of the advances in financial learning since the original articulation ofmodern portfolio theory. A comprehensive approach to financial risk management must address all aspects of portfolio theory, from the beautiful symmetries of modern portfolio theory to the disturbing behavioral insights and the vastly expanded mathematical arsenal of the postmodern critique. Mastery of postmodern portfolio theory's quantitative tools and behavioral insights holds the key to the efficient frontier of risk management. …