Multi-moment asset allocation and pricing models:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester, England
John Wiley & Sons
©2006
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | Includes index Includes bibliographical references and index While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit "fat-tails" distributions and investors exhibit asymmetric preferences |
| Beschreibung: | 1 Online-Ressource (xxiv, 233 pages) |
| ISBN: | 9781119201830 1119201837 0470057998 9780470057995 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043385401 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160222s2006 |||| o||u| ||||||eng d | ||
| 020 | |a 9781119201830 |c electronic bk |9 978-1-119-20183-0 | ||
| 020 | |a 1119201837 |c electronic bk |9 1-119-20183-7 | ||
| 020 | |a 0470057998 |c electronic bk. |9 0-470-05799-8 | ||
| 020 | |a 9780470057995 |c electronic bk. |9 978-0-470-05799-5 | ||
| 024 | 7 | |a 10.1002/9781119201830 |2 doi | |
| 035 | |a (ZDB-35-WIC)ocm75956891 | ||
| 035 | |a (OCoLC)75956891 | ||
| 035 | |a (DE-599)BVBBV043385401 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-861 | ||
| 082 | 0 | |a 332.601/5195 |2 22 | |
| 084 | |a QK 800 |0 (DE-625)141681: |2 rvk | ||
| 245 | 1 | 0 | |a Multi-moment asset allocation and pricing models |c edited by Emmanuel Jurczenko and Bertrand Maillet |
| 264 | 1 | |a Chichester, England |b John Wiley & Sons |c ©2006 | |
| 300 | |a 1 Online-Ressource (xxiv, 233 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes index | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit "fat-tails" distributions and investors exhibit asymmetric preferences | ||
| 650 | 7 | |a Aufsatzsammlung |2 swd | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a Asset allocation / Mathematical models |2 fast | |
| 650 | 7 | |a Capital assets pricing model |2 fast | |
| 650 | 7 | |a Investments / Mathematical models |2 fast | |
| 650 | 7 | |a Portfolio Selection |2 swd | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Investments / Mathematical models | |
| 650 | 4 | |a Asset allocation / Mathematical models | |
| 650 | 4 | |a Capital assets pricing model | |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 653 | |a Electronic books | ||
| 655 | 7 | |8 1\p |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Jurczenko, Emmanuel |e Sonstige |4 oth | |
| 700 | 1 | |a Maillet, Bertrand |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 0-470-03415-7 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-470-03415-6 |
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-35-WIC | ||
| 940 | 1 | |q UBG_PDA_WIC | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028803985 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830 |l UBG01 |p ZDB-35-WIC |q UBG_PDA_WIC |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175953655496704 |
|---|---|
| any_adam_object | |
| building | Verbundindex |
| bvnumber | BV043385401 |
| classification_rvk | QK 800 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocm75956891 (OCoLC)75956891 (DE-599)BVBBV043385401 |
| dewey-full | 332.601/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.601/5195 |
| dewey-search | 332.601/5195 |
| dewey-sort | 3332.601 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03236nmm a2200697zc 4500</leader><controlfield tag="001">BV043385401</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160222s2006 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119201830</subfield><subfield code="c">electronic bk</subfield><subfield code="9">978-1-119-20183-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1119201837</subfield><subfield code="c">electronic bk</subfield><subfield code="9">1-119-20183-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470057998</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-470-05799-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470057995</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-470-05799-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781119201830</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocm75956891</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)75956891</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043385401</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-861</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.601/5195</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 800</subfield><subfield code="0">(DE-625)141681:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Multi-moment asset allocation and pricing models</subfield><subfield code="c">edited by Emmanuel Jurczenko and Bertrand Maillet</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester, England</subfield><subfield code="b">John Wiley & Sons</subfield><subfield code="c">©2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxiv, 233 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit "fat-tails" distributions and investors exhibit asymmetric preferences</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">swd</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Asset allocation / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Capital assets pricing model</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Investments / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="2">swd</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Asset allocation / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital assets pricing model</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Electronic books</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Jurczenko, Emmanuel</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Maillet, Bertrand</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">0-470-03415-7</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-0-470-03415-6</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBG_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028803985</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV043385401 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:29Z |
| institution | BVB |
| isbn | 9781119201830 1119201837 0470057998 9780470057995 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028803985 |
| oclc_num | 75956891 |
| open_access_boolean | |
| owner | DE-861 |
| owner_facet | DE-861 |
| physical | 1 Online-Ressource (xxiv, 233 pages) |
| psigel | ZDB-35-WIC UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_PDA_WIC |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | John Wiley & Sons |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Multi-moment asset allocation and pricing models edited by Emmanuel Jurczenko and Bertrand Maillet Chichester, England John Wiley & Sons ©2006 1 Online-Ressource (xxiv, 233 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes index Includes bibliographical references and index While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit "fat-tails" distributions and investors exhibit asymmetric preferences Aufsatzsammlung swd BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Asset allocation / Mathematical models fast Capital assets pricing model fast Investments / Mathematical models fast Portfolio Selection swd Mathematisches Modell Wirtschaft Investments / Mathematical models Asset allocation / Mathematical models Capital assets pricing model Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Electronic books 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Portfolio Selection (DE-588)4046834-3 s 2\p DE-604 Jurczenko, Emmanuel Sonstige oth Maillet, Bertrand Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 0-470-03415-7 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-03415-6 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Multi-moment asset allocation and pricing models Aufsatzsammlung swd BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Asset allocation / Mathematical models fast Capital assets pricing model fast Investments / Mathematical models fast Portfolio Selection swd Mathematisches Modell Wirtschaft Investments / Mathematical models Asset allocation / Mathematical models Capital assets pricing model Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4143413-4 |
| title | Multi-moment asset allocation and pricing models |
| title_auth | Multi-moment asset allocation and pricing models |
| title_exact_search | Multi-moment asset allocation and pricing models |
| title_full | Multi-moment asset allocation and pricing models edited by Emmanuel Jurczenko and Bertrand Maillet |
| title_fullStr | Multi-moment asset allocation and pricing models edited by Emmanuel Jurczenko and Bertrand Maillet |
| title_full_unstemmed | Multi-moment asset allocation and pricing models edited by Emmanuel Jurczenko and Bertrand Maillet |
| title_short | Multi-moment asset allocation and pricing models |
| title_sort | multi moment asset allocation and pricing models |
| topic | Aufsatzsammlung swd BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Asset allocation / Mathematical models fast Capital assets pricing model fast Investments / Mathematical models fast Portfolio Selection swd Mathematisches Modell Wirtschaft Investments / Mathematical models Asset allocation / Mathematical models Capital assets pricing model Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Aufsatzsammlung BUSINESS & ECONOMICS / Investments & Securities / General Asset allocation / Mathematical models Capital assets pricing model Investments / Mathematical models Portfolio Selection Mathematisches Modell Wirtschaft |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201830 |
| work_keys_str_mv | AT jurczenkoemmanuel multimomentassetallocationandpricingmodels AT mailletbertrand multimomentassetallocationandpricingmodels |