Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns (Paperback)
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Bester Preis: Fr. 24.46 (€ 24.98)¹ (vom 02.12.2016)1
Tail Risk and its Predictive Power : Extreme financial events risk and its relation to future equity returns (2016)
DE PB NW RP
ISBN: 9783330002579 bzw. 3330002573, in Deutsch, LAP Lambert Academic Publishing Nov 2016, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. 52 pp. Englisch.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. 52 pp. Englisch.
2
Symbolbild
Tail Risk and its Predictive Power (2016)
DE PB NW
ISBN: 9783330002579 bzw. 3330002573, in Deutsch, LAP Lambert Academic Publishing Nov 2016, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, BuchWeltWeit Inh. Ludwig Meier e.K. [57449362], Bergisch Gladbach, Germany.
Neuware - The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. 52 pp. Englisch.
Von Händler/Antiquariat, BuchWeltWeit Inh. Ludwig Meier e.K. [57449362], Bergisch Gladbach, Germany.
Neuware - The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. 52 pp. Englisch.
3
Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns (2016)
EN PB NW
ISBN: 9783330002579 bzw. 3330002573, in Englisch, 52 Seiten, LAP LAMBERT Academic Publishing, Taschenbuch, neu.
Neu ab: $32.00 (6 Angebote)
Zu den weiteren 6 Angeboten bei Amazon.com
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours.
Von Händler/Antiquariat, Amazon.com.
The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events’ risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator’s implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. Paperback, Label: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Produktgruppe: Book, Publiziert: 2016-11-03, Freigegeben: 2016-11-03, Studio: LAP LAMBERT Academic Publishing, Verkaufsrang: 10886073.
Von Händler/Antiquariat, Amazon.com.
The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events’ risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator’s implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. Paperback, Label: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Produktgruppe: Book, Publiziert: 2016-11-03, Freigegeben: 2016-11-03, Studio: LAP LAMBERT Academic Publishing, Verkaufsrang: 10886073.
4
Symbolbild
Tail Risk and its Predictive Power
DE PB NW
ISBN: 9783330002579 bzw. 3330002573, in Deutsch, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, European-Media-Service Mannheim [1048135], Mannheim, Germany.
Publisher/Verlag: LAP Lambert Academic Publishing | Extreme financial events risk and its relation to future equity returns | The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. | Format: Paperback | Language/Sprache: english | 52 pp.
Von Händler/Antiquariat, European-Media-Service Mannheim [1048135], Mannheim, Germany.
Publisher/Verlag: LAP Lambert Academic Publishing | Extreme financial events risk and its relation to future equity returns | The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. | Format: Paperback | Language/Sprache: english | 52 pp.
5
Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns (2016)
EN PB NW
ISBN: 9783330002579 bzw. 3330002573, in Englisch, 52 Seiten, LAP LAMBERT Academic Publishing, Taschenbuch, neu.
Neu ab: CDN$ 40.99 (10 Angebote)
Zu den weiteren 10 Angeboten bei Amazon.ca
Lieferung aus: Kanada, Usually ships in 24 hours.
Von Händler/Antiquariat, Amazon.ca.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Amazon.ca.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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