Simulating Security Returns: A Filtered Historical Simulation Approach
Simulating Security Returns uses the FHS approach to help simulate the returns of large portfolios of securities
Other Authors: | |
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Format: | eBook |
Language: | English |
Published: |
New York
Palgrave Macmillan US
2014, 2014
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Summary: | Simulating Security Returns uses the FHS approach to help simulate the returns of large portfolios of securities |
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Physical Description: | XII, 111 p online resource |
ISBN: | 9781137465559 |