Extreme events robust portfolio construction in the presence of fat tails /

"With slight exaggeration, a case can be made that modern finance has been built, in practice, if not in theory, on implicit tolerance and widespread ignorance of extreme events. Jean Pierre Landau, Deputy Governor, Banque du France Markets are fat-tailed; extreme outcomes occur more often than many...

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Autore principale:	Kemp, Malcolm H. D.
Ente Autore:	ebrary, Inc
Natura:	Elettronico eBook
Lingua:	inglese
Pubblicazione:	Hoboken, N.J. : Wiley, 2011.
Serie:	Wiley finance series.
Soggetti:	Exchange traded funds. Portfolio management. Electronic books.
Accesso online:	An electronic book accessible through the World Wide Web; click to view
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