Retraite et risque financier
Language: French
Published by Éditions Universitaires Européennes Nov 2020, 2020
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 82.43
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -Ce livre parle des caractéristiques statistiques à long terme des rendements financiers en France et aux USA. Les propriétés des différents actifs font apparaître qu'à long terme les actions procurent un risque sensiblement moins élevé. En outre, les propriétés de retour à la moyenne des actions justifient qu'elles soient utilisées dans une stratégie de cycle de vie comme « option par défaut » de plans d'épargne retraite. Le travail fournit une explication au débat sur l'hypothèse d'efficience des marchés. La cause du débat est souvent attribuée à la petite taille des échantillons et à la faible puissance des tests statistiques dédiés. Afin de contourner ce problème, nous utilisons l'approche développée par Campbell et Viceira (2005) qui utilisent une méthode VAR pour mettre en évidence l'existence de retour vers la moyenne dans le cours des actifs risqués. Le travail évalue aussi la vitesse de convergence des cours des actions. Un moyen classique pour caractériser la vitesse de retour vers la moyenne est la « demi-vie ». 392 pp. Französisch.…
Seller Inventory # 9786139528615
- Title
- Retraite et risque financier
- Author
- Yannick Pradat
- Publisher
- Éditions Universitaires Européennes Nov 2020
- Publication year
- 2020
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- French
- ISBN 10
- 6139528615
- ISBN 13
- 9786139528615
- Item weight
- 602 grams
- Dimensions
- 220x150x24 mm
"Synopsis" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
| Item | 5 to 15 business days | 5 to 15 business days |
|---|---|---|
| First item | £ 19.60 | £ 19.60 |
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BuchWeltWeit Ludwig Meier e.K.
Germany
Terms of sale
BuchWeltWeit Inh. Ludwig Meier e.K.
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