EMMANUEL F. JURCZENKO is an Associate Professor in Finance
at the ESCP-EAP and a Head of Quantitative Analysts within
AAAdvisors-QCG (ABN Amro Group) and Variances. He is graduated in
Economics and in Finance, and holds a Ph D in Economics
(Multi-moment Asset Pricing Models) from the University of Paris-1
(Panthéon-Sorbonne). He gained market experience for
several years as a Quantitative Analyst within a subsidiary of ABN
Amro dedicated to funds of funds. He is appointed as an Associate
Professor of Finance at the ESCP-EAP European School of Management
since 2000 where he teaches Portfolio Management, Financial
Mathematics, Options and Other Derivatives, and Corporate Finance.
His centre of interests mainly concerns Portfolio Management, Asset
pricing and Applications of Statistics in Finance. He is also
associate researcher at CES/CNRS (Center for National Research) at
the University of Paris-1.
BERTRAND B. MAILLET is CEO and Head of Research within
AAAdvisors-QCG (ABN Amro Group) and Variances, and Lecturer in
Economics at the University of Paris-1. He is graduated in
Economics, in Finance and in Statistics, and holds a Ph D in
Economics (Market Efficiency and Performance Measurements) from the
University of Paris-1 (Panthéon-Sorbonne). After being
qualified as a Lecturer in Economics in the same university in 1997
(lectures in Financial Econometrics, International Finance and
Microeconomics), and appointed as Professor of Finance at the
ESCP-EAP European School of Management (lectures in Risk and
Portfolio Management), he developed consulting activities in
various financial institutions, before joining the ABN Amro Group
as a Head of Research in a multi-fund activity. His domain of
expertise covers risk management, performance measurement,
portfolio management and asset pricing. He has published several
articles in academic journals such as Quantitative Finance,
Review of International Economics and The European
Journal of Finance, chapters in books edited by John
Wiley, Springer and Kluwer Academics, and
serves as a referee in several international leading journals. He
is also currently associate researcher at CES/CNRS (Center for
National Research) at the University of Paris-1 and at the
Financial Markets Group of the London School of Economics.
4 द्वारा ईबुक Mark Rubinstein
Emmanuel Jurczenko & Bertrand Maillet: Multi-moment Asset Allocation and Pricing Models
While mainstream financial theories and applications assume that
asset returns are normally distributed and individual preferences
are quadratic, the overwhelming empirical evidence shows …
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Mark Rubinstein: A History of the Theory of Investments
‘This exceptional book provides valuable insights into the
evolution of financial economics from the perspective of a major
player.’
— Robert Litzenberger, Hopkinson Professor Emeritus of …
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Mark Rubinstein: A History of the Theory of Investments
‘This exceptional book provides valuable insights into the
evolution of financial economics from the perspective of a major
player.’
— Robert Litzenberger, Hopkinson Professor Emeritus of …
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Mark Rubinstein: Storytellers
Have you ever read a suspense novel so good you had to stop and think to yourself, "How did the author come up with this idea? Their characters? Is some of this story real?" For over five …
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