{"title":"Emmanuel Jurczenko","description":null,"products":[{"product_id":"multi-moment-asset-allocation-and-pricing-models-book-emmanuel-jurczenko-9780470034156","title":"Multi-moment Asset Allocation and Pricing Models","description":"While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit \"fat-tails\" distributions and investors exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models. Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets. This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature.\nThe topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents. Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49619613942033,"sku":"GOR006698775","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0470034157.jpg?v=1751166656"},{"product_id":"machine-learning-for-asset-management-book-emmanuel-jurczenko-9781786305442","title":"Machine Learning for Asset Management","description":"This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51147726356753,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":51147728978193,"sku":"NIN9781786305442","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52431983214865,"sku":"NLS9781786305442","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1786305445.jpg?v=1751280028"},{"product_id":"risk-based-and-factor-investing-book-emmanuel-jurczenko-9781785480089","title":"Risk-Based and Factor Investing","description":"This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI).    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