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

Bibliographic Details
Other Authors: Adesi, Giovanni Barone (Editor)
Format: eBook
Language:English
Published: New York Palgrave Macmillan US 2014, 2014
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary:Simulating Security Returns uses the FHS approach to help simulate the returns of large portfolios of securities
Physical Description:XII, 111 p online resource
ISBN:9781137465559