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- catalog contributor b11670215.
- catalog created "c2000.".
- catalog date "2000".
- catalog date "c2000.".
- catalog dateCopyrighted "c2000.".
- catalog description "Includes bibliographical references.".
- catalog description "pt. 1. Advances in Asset Allocation and Portfolio Management. 1. Introducing Higher Moments in the CAPM: Some Basic Ideas / Gustavo M. de Athayde and Renato G. Flores, Jr. 2. Fat Tails and the Capital Asset Pricing Model / Chris J. Adcock and Karl Shutes. 3. The Efficiency of Fund Management: An Applied Stochastic Frontier Model / Walter Briec and Jean-Baptiste Lesourd. 4. Investment Styles in the European Equity Markets / Monica Billio, Roberto Casarin and Claire Mehu / [and others]. 5. Advanced Adaptive Architectures for Asset Allocation / Patrick Naim, Pierre Herve and Hans Georg Zimmermann. 6. High Frequency Data and Optimal Hedge Ratios / Christian L. Dunis and Pierre Lequeux -- pt. 2. Modelling Risk, Return and Correlation. 7. Large Scale Conditional Correlation Estimation / Frederick Bourgoin. 8. The Pitfalls in Fitting GARCH(1,1) Processes / Gilles Zumbach.".
- catalog extent "xi, 342 p. :".
- catalog identifier "0792377788".
- catalog isPartOf "Studies in computational finance ; 1.".
- catalog isPartOf "Studies in computational finance ; v. 1".
- catalog issued "2000".
- catalog issued "c2000.".
- catalog language "eng".
- catalog publisher "Boston : Kluwer Academic,".
- catalog subject "332.6 21".
- catalog subject "Capital assets pricing model.".
- catalog subject "HG4636 .A36 2000".
- catalog subject "Portfolio management.".
- catalog tableOfContents "pt. 1. Advances in Asset Allocation and Portfolio Management. 1. Introducing Higher Moments in the CAPM: Some Basic Ideas / Gustavo M. de Athayde and Renato G. Flores, Jr. 2. Fat Tails and the Capital Asset Pricing Model / Chris J. Adcock and Karl Shutes. 3. The Efficiency of Fund Management: An Applied Stochastic Frontier Model / Walter Briec and Jean-Baptiste Lesourd. 4. Investment Styles in the European Equity Markets / Monica Billio, Roberto Casarin and Claire Mehu / [and others]. 5. Advanced Adaptive Architectures for Asset Allocation / Patrick Naim, Pierre Herve and Hans Georg Zimmermann. 6. High Frequency Data and Optimal Hedge Ratios / Christian L. Dunis and Pierre Lequeux -- pt. 2. Modelling Risk, Return and Correlation. 7. Large Scale Conditional Correlation Estimation / Frederick Bourgoin. 8. The Pitfalls in Fitting GARCH(1,1) Processes / Gilles Zumbach.".
- catalog title "Advances in quantitative asset management / edited by Christian L. Dunis.".
- catalog type "text".