Ebooks de James Ming Chen en PDF et EPUB

3 Livre(s)
Télécharger le livre : Econophysics and Capital Asset Pricing
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Econophysics and Capital Asset Pricing
James Ming Chen
This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often...

Editeur : Palgrave Macmillan
Parution : 2017-10-04

PDF, ePub

116,04 €
Télécharger le livre : Finance and the Behavioral Prospect
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Finance and the Behavioral Prospect
James Ming Chen
This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics. The transformation of portfolio theory begins with the identification of anomalies. Gaps in perception and behavioral...

Editeur : Palgrave Macmillan
Parution : 2016-10-01

PDF, ePub

94,94 €
Télécharger le livre : Postmodern Portfolio Theory
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Postmodern Portfolio Theory
James Ming Chen
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of...

Editeur : Palgrave Macmillan
Parution : 2016-07-26

PDF, ePub

126,59 €