Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns - Softcover
Synopsis
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.
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About the Author
The author is a master degree holder in finance and econometrics as well as holds an MBA degree with focus on brand management. He has three years’ experience in analytics domain from fortune 500 company.
"About this title" may belong to another edition of this title.
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Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
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Softcover
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Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
New
Softcover
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Tail Risk and its Predictive Power
Published by
LAP LAMBERT Academic Publishing Nov 2016, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - 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. Seller Inventory # 9783330002579
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Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
New
Softcover
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Tail Risk and its Predictive Power: Extreme financial events risk and its relation to future equity returns
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
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Paperback. Condition: Brand New. 52 pages. 8.66x5.91x0.12 inches. In Stock. Seller Inventory # 3330002573
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Tail Risk and its Predictive Power
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
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Softcover
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Tail Risk and its Predictive Power
Published by
LAP LAMBERT Academic Publishing Nov 2016, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. 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.Books on Demand GmbH, Überseering 33, 22297 Hamburg 52 pp. Englisch. Seller Inventory # 9783330002579
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Tail Risk and its Predictive Power : Extreme financial events risk and its relation to future equity returns
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9783330002579
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Tail Risk and its Predictive Power | Extreme financial events risk and its relation to future equity returns
Published by
LAP LAMBERT Academic Publishing, 2016
ISBN 10: 3330002573
ISBN 13: 9783330002579
New
Taschenbuch
Seller: preigu, Osnabrück, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Tail Risk and its Predictive Power | Extreme financial events risk and its relation to future equity returns | Muhammad Kashif | Taschenbuch | 52 S. | Englisch | 2016 | LAP LAMBERT Academic Publishing | EAN 9783330002579 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 107707548
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