Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Gregoriou, Greg N. (EDT)
Pascalau, Razvan (EDT)
- 出版社：Palgrave Macmillan
- 出版年月：2011年 01月
- ISBN：9780230283626
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：257 p.
- DDC分類：332.015195
- 内容紹介：
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This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility, as well as new financial risk measures.