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 investors exhibit a...

Full description

Bibliographic Details

Other Authors:	Jurczenko, Emmanuel, Maillet, Bertrand
Format:	eBook
Language:	English
Published:	Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006.
Subjects:	Investments > Mathematical models. Asset allocation > Mathematical models. Capital assets pricing model. Electronic books.
Online Access:	Connect to the full text of this electronic book