Introduction to Statistical Methods for Financial Models
portes grátis
Introduction to Statistical Methods for Financial Models
Severini, Thomas A
Taylor & Francis Ltd
09/2020
370
Mole
Inglês
9780367657871
15 a 20 dias
710
Descrição não disponível.
Returns.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Tangency Portfolio;Minimum Variance Portfolio;asset pricing;Sharpe Ratio;portfolio theory;Risk Free Asset;returns;IBM Stock;single-index model;Monthly Excess Returns;factor model;Wal Mart Stock;market model;Risk Averse Portfolio;Thomas A. Severini;Market Portfolio;Excess Returns;Return Standard Deviation;Portfolio Weights;Asset Returns;Single Index Model;Monthly Log Returns;Random Walk Hypothesis;Nonmarket Component;Sample Autocorrelation Function;Box Ljung Test;Efficient Frontier;Large Sharpe Ratio;EWMA Estimator;Conditional Expectation;Factor SMB;French Data Library
Returns.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Tangency Portfolio;Minimum Variance Portfolio;asset pricing;Sharpe Ratio;portfolio theory;Risk Free Asset;returns;IBM Stock;single-index model;Monthly Excess Returns;factor model;Wal Mart Stock;market model;Risk Averse Portfolio;Thomas A. Severini;Market Portfolio;Excess Returns;Return Standard Deviation;Portfolio Weights;Asset Returns;Single Index Model;Monthly Log Returns;Random Walk Hypothesis;Nonmarket Component;Sample Autocorrelation Function;Box Ljung Test;Efficient Frontier;Large Sharpe Ratio;EWMA Estimator;Conditional Expectation;Factor SMB;French Data Library
