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Stephen (Hrsg.) Satchell

Asymmetric Dependence in Finance

Diversification, Correlation and Portfolio Management in Market Downturns

Ebook (EPUB Format)

Asymmetric Dependence in Finance examines the risks and benefits of asset correlation, and provides effective strategies for more profitable portfolio management. Beginning with a thorough explanation of the extent and nature of asymmetric dependence in the financial markets, this book delves into the practical measures fund managers and investors can implement to boost fund performance. From managing asymmetric dependence using Copulas, to mitigating asymmetric dependence risk in real estate, credit and CTA markets, the discussion presents a coherent survey of the state-of-the-art tools available for measuring and managing this difficult but… Mehr

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Produktdetails


Weitere Autoren: Alcock, Jamie (Hrsg.)
  • ISBN: 978-1-119-28902-9
  • EAN: 9781119289029
  • Produktnummer: 25916515
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2018
  • Seitenangabe: 312 S.
  • Plattform: EPUB
  • Masse: 14'788 KB

Über den Autor


JAMIE ALCOCK, PHD, is Associate Professor of Finance at the University of Sydney Business School. He has previously held appointments at the University of Cambridge, Downing College Cambridge, and the University of Queensland. Dr. Alcock's research interests include asset pricing, corporate finance, and real estate finance. The quality of his research has been recognized through multiple international research prizes, including most recently the EPRA Best Paper prize at the 2016 European Real Estate Society conference. STEPHEN SATCHELL, PHD, PHD, is a Life Fellow at Trinity College Cambridge, a Professor of Finance at the University of Sydney and was an Honorary Visiting Professor at Birkbeck College, University of London. He is the Emeritus Reader in Financial Econometrics at the University of Cambridge and is an Honorary Member of the Institute of Actuaries. He specializes in finance and econometrics, on which he has written at least 200 papers.

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