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Multi-moment asset allocation and pricing models
Record Type:
Language materials, printed : monographic
Author:
JurczenkoEmmanuel,
Alternative Intellectual Responsibility:
MailletBertrand,
Place of Publication:
Hoboken, N. J.
Published:
John Wiley & Sons, Inc.;
Year of Publication:
c2006
Description:
xxiv, 233p.ill. : 26cm.;
Series:
Wiley finance series
Subject:
Investments - Mathematical models. -
Subject:
Asset allocation - Mathematical models. -
Subject:
Capital assets pricing model. -
Notes:
Includes bibliographical references and index.
ISBN:
9780470034156bound
Multi-moment asset allocation and pricing models
Jurczenko, Emmanuel
Multi-moment asset allocation and pricing models
/ edited by Emmanuel Jurczenko, Bertrand Maillet - Hoboken, N. J. : John Wiley & Sons, Inc., c2006. - xxiv, 233p. ; ill. ; 26cm.. - (Wiley finance series).
Includes bibliographical references and index..
ISBN 9780470034156
Investments - Mathematical models.Asset allocation - Mathematical models.Capital assets pricing model.
Maillet, Bertrand
Multi-moment asset allocation and pricing models
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