Hochschulschrift
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783631509333
3631509332
9780820464640
0820464643
- Dimensions
-
21 cm
- Extent
-
311 S.
- Language
-
Englisch
- Notes
-
graph. Darst.
Zugl.: München, Univ., Diss., 2002
- Bibliographic citation
-
Europäische Hochschulschriften ; Bd. 2984Reihe 5
- Keyword
-
Portfolio Selection
Entscheidung bei Risiko
Risiko
Messung
Capital-Asset-Pricing-Modell
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main, Berlin, Bern, Bruxelles, New York, Oxford, Wien
- (who)
-
Lang
- (when)
-
2003
- Creator
-
Berényi, Zsolt Endre
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 1:31 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Berényi, Zsolt Endre
- Lang
Time of origin
- 2003
Other Objects (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