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...

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Bibliografiska uppgifter

Huvudskapare:	Kemp, Malcolm H. D.
Institutionell skapare:	ebrary, Inc
Materialtyp:	Elektronisk E-bok
Språk:	engelska
Publicerad:	Hoboken, N.J. : Wiley, 2011.
Serie:	Wiley finance series.
Ämnen:	Exchange traded funds. Portfolio management. Electronic books.
Länkar:	An electronic book accessible through the World Wide Web; click to view
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