Extreme events : robust portfolio construction in the presence of fat tails
Malcolm Kemp
| Year of publication: |
2011
|
|---|---|
| Authors: | Kemp, Malcolm H. D. |
| Publisher: |
Chichester : Wiley |
| Subject: | Portfolio-Management | Exchange Traded Fund |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XXII, 312 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-0-470-75013-1 ; 0-470-75013-8 |
| Source: |
Persistent link: https://www.econbiz.de/10008756962