Mendeley出力
＜図書＞
Stock market volatility
| 責任表示 | edited by Greg N. Gregoriou |
|---|---|
| シリーズ | Chapman & Hall/CRC finance series |
| データ種別 | 図書 |
| 出版情報 | Boca Raton : CRC Press , c2009 |
| 本文言語 | 英語 |
| 大きさ | xxix, 621 p. : ill. ; 25 cm |
| 概要 | Sixty-two international academics, researchers, and practitioners contribute 31 chapters summarizing current theory and practice regarding stock market volatility. The papers are organized into sectio...s on modeling stock market volatility, portfolio management and hedge fund volatility, developed country volatility, and emerging market volatility. A sampling of topics: an overview of the issues surrounding stock market volatility, price volatility in the context of market microstructure, mean-variance versus mean-VaR and mean-utility spanning, cyclicality in stock market volatility and optimal portfolio allocation, predictability of risk measures in international stock markets, cross-sectional return dispersions and risk in global equity markets, economic integration on the China stock market before and after the Asian financial crisis, recent assessments on mean reversion in the Middle East stock markets, and stock market volatility and political risk in Latin America--the case of terrorism in Colombia. For academics, graduate students, and practitioners. Annotation ©2009 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hardcover | 理系図3F 数理独自 | P 009/STOC/1 | 2009 |
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033212011001323 |
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書誌詳細
| 一般注記 | "A Chapman & Hall book" Includes bibliographical references and index |
|---|---|
| 著者標目 | Gregoriou, Greg N., 1956- |
| 件 名 | LCSH:Stock exchanges LCSH:Stocks -- Prices 全ての件名で検索 |
| 分 類 | LCC:HG4551 DC22:332.63/222 DC:332.63 |
| 書誌ID | 1001447879 |
| ISBN | 9781420099546 |
| NCID | BB00126269 |
| 巻冊次 | : hardcover ; ISBN:9781420099546 |
| 登録日 | 2011.05.20 |
| 更新日 | 2011.05.20 |