| 000 | 00000cam u2200205 a 4500 | |
| 001 | 000045851376 | |
| 005 | 20151130163034 | |
| 008 | 151126s2006 enka b 001 0 eng d | |
| 010 | ▼a 2006017994 | |
| 020 | ▼a 0470034157 (hbk) | |
| 020 | ▼a 9780470034156 (hbk) | |
| 020 | ▼a 9780470034156 | |
| 035 | ▼a (KERIS)REF000012657592 | |
| 040 | ▼a DLC ▼c DLC ▼d BAKER ▼d BWKUK ▼d YDX ▼d BTCTA ▼d YDXCP ▼d DLC ▼d 211009 | |
| 050 | 0 0 | ▼a HG4515.2 ▼b .M85 2006 |
| 082 | 0 0 | ▼a 332.601/5195 ▼2 23 |
| 084 | ▼a 332.6015195 ▼2 DDCK | |
| 090 | ▼a 332.6015195 ▼b M961 | |
| 245 | 0 0 | ▼a Multi-moment asset allocation and pricing models / ▼c edited by Emmanuel Jurczenko and Bertrand Maillet. |
| 260 | ▼a Chichester, England ; ▼a Hoboken, NJ : ▼b John Wiley & Sons, Inc., ▼c c2006. | |
| 300 | ▼a xxiv, 233 p. : ▼b ill. ; ▼c 26 cm. | |
| 490 | 1 | ▼a Wiley finance series |
| 504 | ▼a Includes bibliographical references and index. | |
| 505 | 0 0 | ▼t Theoretical foundations of asset allocations and pricing models with higher-order moments / ▼r Emmanuel Jurczenko and Bertrand Maillet -- ▼t On certain geometric aspects of portfolio optimisation with higher moments / ▼r Gustavo M. de Athayde and Renato G. Flôres Jr. -- ▼t Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / ▼r Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin -- ▼t Higher order moments and beyond / ▼r Luisa Tibiletti -- ▼t Gram-Charlier expansions and portfolio selection in non-Gaussian universes / ▼r François Desmoulins-Lebeault -- ▼t The four-moment capital asset pricing model : between asset pricing and asset allocation / ▼r Emmanuel Jurczenko and Bertrand Maillet -- ▼t Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / ▼r Yannick Malevergne and Didier Sornette -- ▼t Modeling the dynamics of conditional dependency between financial series / ▼r Eric Jondeau and Michael Rockinger -- ▼t A test of the homogeneity of asset pricing models / ▼r Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga. |
| 650 | 0 | ▼a Investments ▼x Mathematical models. |
| 650 | 0 | ▼a Asset allocation ▼x Mathematical models. |
| 650 | 0 | ▼a Capital assets pricing model. |
| 700 | 1 | ▼a Jurczenko, Emmanuel. |
| 700 | 1 | ▼a Maillet, Bertrand. |
| 830 | 0 | ▼a Wiley finance series. |
| 945 | ▼a KLPA |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.6015195 M961 | 등록번호 111745452 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |