Home » Incorporating non-normality return distribution into stock picking models with periodical reallocation and provide a framework for investors decision making and better risk quantifying by Lasse Peter Pestel
Incorporating non-normality return distribution into stock picking models with periodical reallocation and provide a framework for investors decision making and better risk quantifying Lasse Peter Pestel

Incorporating non-normality return distribution into stock picking models with periodical reallocation and provide a framework for investors decision making and better risk quantifying

Lasse Peter Pestel

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 About the Book 

Stock title selection based on Black-Litterman, Extreme value Theory and copulas. Modelling on Stoxx Europe 50 daily returns with quarterly rebalancing.