Postmodern portfolio theory: navigating abnormal markets and investor behavior
Auteur :
Chen, James Ming
Éditeur :
Palgrave Macmillan
ISBN :
9781137544636
Date de publication :
10 août 2016
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.