ISBN: 9786202309325 - modelling volatility of characteristics-sorted portfolios (8 risultati)

Taschenbuch. Condizione: Neu. Modelling Volatility of Characteristics-sorted Portfolios | Mahmoud Otaify | Taschenbuch | 52 S. | Englisch | 2018 | Scholars' Press | EAN 9786202309325 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.…

Condizione: New.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Constructed portfolios based on different fundamental characteristics are expected to have different returns and associated risk levels and also different degrees of volatility properties including clustering, persistence and asymmetric effect. Thus, style investing managers should care with volatility features of the characteristics-sorted portfolio so as to achieve optimal portfolios and risk management. 52 pp. Englisch.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Constructed portfolios based on different fundamental characteristics are expected to have different returns and associated risk levels and also different degrees of volatility properties including clustering, persistence and asymmetric effect. Thus, style investing managers should care with volatility features of the characteristics-sorted portfolio so as to achieve optimal portfolios and risk management.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Otaify MahmoudDr. Otaify was granted the PhD degree in economics from faculty of Economic and Political science, Cairo university, Egypt. He is working as an assistant professor of finance, Misr university for science and technology.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Constructed portfolios based on different fundamental characteristics are expected to have different returns and associated risk levels and also different degrees of volatility properties including clustering, persistence and asymmetric effect. Thus, style investing managers should care with volatility features of the characteristics-sorted portfolio so as to achieve optimal portfolios and risk management.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 52 pp. Englisch.…

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.