Mã tài liệu: 293557
Số trang: 59
Định dạng: pdf
Dung lượng file: 912 Kb
Chuyên mục: Tổng hợp
1. introduction
2. quantification of equity market risk: riskometer
2.1. introduction
2.2. data
2.3. methods
2.4. risk measures
2.5. backtesting
3. empirical characteristics of hedge fund strategies
3.1. introduction
3.2. data
3.3. risk – return characteristics
3.4. dependence structure analysis
3.5. generalized style analysis
3.6. time – varying exposures analysis
4. concluding remarks
5. references
6. glossary
7. fitting copulas
8. digital filtering
Những tài liệu gần giống với tài liệu bạn đang xem
Những tài liệu bạn đã xem
Statistical methods of valuation and risk assessment empirical analysis of equity markets and hedge fund strategies
1. introduction 2. quantification of equity market risk: riskometer 2.1. introduction 2.2. data 2.3. methods 2.4. risk measures 2.5. backtesting 3. empirical characteristics of hedge fund strategies 3.1. introduction 3.2. data 3.3. risk – return
pdf Đăng bởi
p_quangthuc
