Hochschulschrift
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783631509333
3631509332
9780820464640
0820464643
- Maße
-
21 cm
- Umfang
-
311 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Zugl.: München, Univ., Diss., 2002
- Erschienen in
-
Europäische Hochschulschriften ; Bd. 2984Reihe 5
- Schlagwort
-
Portfolio Selection
Entscheidung bei Risiko
Risiko
Messung
Capital-Asset-Pricing-Modell
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main, Berlin, Bern, Bruxelles, New York, Oxford, Wien
- (wer)
-
Lang
- (wann)
-
2003
- Urheber
-
Berényi, Zsolt Endre
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:31 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Berényi, Zsolt Endre
- Lang
Entstanden
- 2003
Ähnliche Objekte (12)
Skewness and Kurtosis Trades
On Multivariate Skewness and Kurtosis
Quantification of Location, Dispersion, Skewness and Kurtosis
Skewness and kurtosis properties of income distribution models
Skewness-kurtosis adjusted confidence estimators and significance tests
Modelling credit spreads with time volatility, skewness, and kurtosis
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
Skewness and kurtosis ratio tests: With applications to multiperiod tail risk analysis
An Alternative Measures of Moments Skewness Kurtosis and JB Test of Normality
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and Kurtosis Trades
On Multivariate Skewness and Kurtosis
Quantification of Location, Dispersion, Skewness and Kurtosis
Skewness and kurtosis properties of income distribution models
Skewness-kurtosis adjusted confidence estimators and significance tests
Modelling credit spreads with time volatility, skewness, and kurtosis
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
Skewness and kurtosis ratio tests: With applications to multiperiod tail risk analysis
An Alternative Measures of Moments Skewness Kurtosis and JB Test of Normality
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and Kurtosis Trades
On Multivariate Skewness and Kurtosis
Quantification of Location, Dispersion, Skewness and Kurtosis
Skewness and kurtosis properties of income distribution models
Skewness-kurtosis adjusted confidence estimators and significance tests
Modelling credit spreads with time volatility, skewness, and kurtosis
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
Skewness and kurtosis ratio tests: With applications to multiperiod tail risk analysis
An Alternative Measures of Moments Skewness Kurtosis and JB Test of Normality
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies
Skewness and kurtosis of mean transverse momentum fluctuations at the LHC energies