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2007 Enterprise Risk Management Symposium: Risk - Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
distributions. 2. Empirical Work on Intrinsic Valuation and Excess Returns On March 23, 2006, ... the Midwest Finance Association on “Advanced DCF Valuation Measurement Methodology: Predictive Capability ...- Authors: Rawley Thomas
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM