↓ Skip to main content
What is this page? Embed badge

Postmodern Portfolio Theory

Overview of attention for book
Cover of 'Postmodern Portfolio Theory'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Finance as a Pattern of Timeless Moments
  3. Altmetric Badge
    Chapter 2 Modern Portfolio Theory
  4. Altmetric Badge
    Chapter 3 Postmodern Portfolio Theory
  5. Altmetric Badge
    Chapter 4 Seduced by Symmetry, Smarter by Half
  6. Altmetric Badge
    Chapter 5 The Full Financial Toolkit of Partial Second Moments
  7. Altmetric Badge
    Chapter 6 Sortino, Omega, Kappa: The Algebra of Financial Asymmetry
  8. Altmetric Badge
    Chapter 7 Sinking, Fast and Slow: Relative Volatility Versus Correlation Tightening
  9. Altmetric Badge
    Chapter 8 Time-Varying Beta: Autocorrelation and Autoregressive Time Series
  10. Altmetric Badge
    Chapter 9 Asymmetric Volatility and Volatility Spillovers
  11. Altmetric Badge
    Chapter 10 A Four-Moment Capital Asset Pricing Model
  12. Altmetric Badge
    Chapter 11 The Practical Implications of a Spatially Bifurcated Four-Moment Capital Asset Pricing Model
  13. Altmetric Badge
    Chapter 12 Going to Extremes: Leptokurtosis as an Epistemic Threat
  14. Altmetric Badge
    Chapter 13 Parametric VaR Analysis
  15. Altmetric Badge
    Chapter 14 Parametric VaR According to Student’s t -Distribution
  16. Altmetric Badge
    Chapter 15 Comparing Student’s t -Distribution with the Logistic Distribution
  17. Altmetric Badge
    Chapter 16 Expected Shortfall as a Response to Model Risk
  18. Altmetric Badge
    Chapter 17 Latent Perils: Stressed VaR, Elicitability, and Systemic Effects
  19. Altmetric Badge
    Chapter 18 Finance as a Romance of Many Moments and Plural Views
Attention for Chapter 16: Expected Shortfall as a Response to Model Risk
Altmetric Badge

Citations

dimensions_citation
10 Dimensions
Summary Dimensions citations
So far, Dimensions has found 10 publications that cite this research output.

10

The most recent citing publications are shown below. View all 10 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.