Extreme events : robust portfolio construction in the presence of fat tails
by
 
Kemp, Malcolm H. D.

Title
: 
Extreme events : robust portfolio construction in the presence of fat tails

Author
: 
Kemp, Malcolm H. D.

ISBN
: 
9780470750131

Personal Author
: 
Kemp, Malcolm H. D.

Publication Information
: 
Hoboken : Wiley, cop. 2011.

Physical Description
: 
XXII, 312 s. ;: il. ; 25 cm.

Subject Term
: 
Portfolio management.
 
Portfolio management. -- Decision making.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025557451332.6 K32E 20111