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This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets
Persistent link: https://www.econbiz.de/10012053890
microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it …
Persistent link: https://www.econbiz.de/10012053896