1-3 of 3 results for Author: mark salmon (sorted by Publication Date, showing all)
Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work...
Published March 20th 2013 by Routledge
First published in 2008. Routledge is an imprint of Taylor & Francis, an informa company....
Published June 5th 2008 by Routledge
First Published in 1999. Routledge is an imprint of Taylor & Francis, an informa company....
Published December 15th 1999 by Routledge