Extreme events : robust portfolio construction in the presence of fat tails / / Malcolm H.D. Kemp.
"With slight exaggeration, a case can be made that modern finance has been built, in practice, if not in theory, on implicit tolerance and widespread ignorance of extreme events. Jean Pierre Landau, Deputy Governor, Banque du France Markets are fat-tailed; extreme outcomes occur more often than...
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| Superior document: | Wiley finance |
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| TeilnehmendeR: | |
| Year of Publication: | 2011 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | xxii, 312 p. :; ill. |
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