Simulating Security Returns: A Filtered Historical Simulation Approach

by

Write The First Customer Review
Simulating Security Returns: A Filtered Historical Simulation Approach - Barone-Adesi, Giovanni G.
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency
Cash for Textbooks

Textbook Buyback

Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help simulate the returns of large portfolios of securities. While other simulation ...

Simulating Security Returns: A Filtered Historical Simulation Approach 2014, Palgrave Pivot, Basingstoke

ISBN-13: 9781137465542

Hardcover

Select