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Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing

Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing

by Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi Hardcover 2005

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  • Author: Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi
  • ISBN 13: 9780471718864
  • ISBN 10: 0471718866
  • Publication Year: 2005
  • Language: English

Specifications

Index-100471718866
LanguageEnglish
Index-139780471718864
Period-
Class Track-
Publisher- (2005)
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