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Postmodern Portfolio Theory

Navigating Abnormal Markets And Investor Behavior

by James Ming Chen
language: english
Publisher: Palgrave Macmillan, August of 2016 ‧
148,70€
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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.

Postmodern Portfolio Theory

Navigating Abnormal Markets And Investor Behavior

by James Ming Chen

Property Description
ISBN: 9781137544636
Publisher: Palgrave Macmillan
Release Date: August of 2016
Language: English
Dimensions: 148 x 210 x 20 mm
Cover: Hardcover
Pages: 339
Format: Book
Collection: Quantitative Perspectives On Behavioral Economics And Finance
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9781137544636

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