Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns (Paperback)
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Bester Preis: 24,98 (vom 02.12.2016)
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9783330002579 - Muhammad Kashif: Tail Risk and its Predictive Power : Extreme financial events risk and its relation to future equity returns
Muhammad Kashif

Tail Risk and its Predictive Power : Extreme financial events risk and its relation to future equity returns (2016)

Lieferung erfolgt aus/von: Deutschland DE PB NW RP

ISBN: 9783330002579 bzw. 3330002573, in Deutsch, LAP Lambert Academic Publishing Nov 2016, Taschenbuch, neu, Nachdruck.

Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. 52 pp. Englisch.
2
9783330002579 - Muhammad Kashif: Tail Risk and its Predictive Power
Symbolbild
Muhammad Kashif

Tail Risk and its Predictive Power (2016)

Lieferung erfolgt aus/von: Deutschland DE PB NW

ISBN: 9783330002579 bzw. 3330002573, in Deutsch, LAP Lambert Academic Publishing Nov 2016, Taschenbuch, neu.

Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, BuchWeltWeit Inh. Ludwig Meier e.K. [57449362], Bergisch Gladbach, Germany.
Neuware - The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. 52 pp. Englisch.
3
9783330002579 - Muhammad Kashif: Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns
Muhammad Kashif

Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns (2016)

Lieferung erfolgt aus/von: Vereinigte Staaten von Amerika EN PB NW

ISBN: 9783330002579 bzw. 3330002573, in Englisch, 52 Seiten, LAP LAMBERT Academic Publishing, Taschenbuch, neu.

26,01 ($ 32,00)¹ + Versand: 6,49 ($ 7,98)¹ = 32,50 ($ 39,98)¹
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Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours.
Von Händler/Antiquariat, Amazon.com.
The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events’ risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator’s implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. Paperback, Label: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Produktgruppe: Book, Publiziert: 2016-11-03, Freigegeben: 2016-11-03, Studio: LAP LAMBERT Academic Publishing, Verkaufsrang: 10886073.
4
9783330002579 - Kashif, Muhammad: Tail Risk and its Predictive Power
Symbolbild
Kashif, Muhammad

Tail Risk and its Predictive Power

Lieferung erfolgt aus/von: Deutschland DE PB NW

ISBN: 9783330002579 bzw. 3330002573, in Deutsch, Taschenbuch, neu.

Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, European-Media-Service Mannheim [1048135], Mannheim, Germany.
Publisher/Verlag: LAP Lambert Academic Publishing | Extreme financial events risk and its relation to future equity returns | The book is very well written, has a good structure, explains concepts in a crisp and concise manner, and place itself very well in the existing finance literature. First, it uncovers the extreme negative events' risk in the form of power law. Second, it critically analyzes this time-varying tail risk (TVTR) estimator's implications on the aggregate stock market returns. This study is significantly imperative for equity investors owing to the high persistence level of this estimator. The study also compares tail risk estimator predictive power for prtfolio returns as well as aggregate market returns in the US and the Norwegian market. | Format: Paperback | Language/Sprache: english | 52 pp.
5
9783330002579 - Muhammad Kashif: Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns
Muhammad Kashif

Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns (2016)

Lieferung erfolgt aus/von: Kanada EN PB NW

ISBN: 9783330002579 bzw. 3330002573, in Englisch, 52 Seiten, LAP LAMBERT Academic Publishing, Taschenbuch, neu.

25,97 (C$ 40,99)¹ + Versand: 10,13 (C$ 15,98)¹ = 36,10 (C$ 56,97)¹
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Neu ab: CDN$ 40.99 (10 Angebote)
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Lieferung aus: Kanada, Usually ships in 24 hours.
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