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Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series Rachev, Svetlozar T. (University of California, Santa Barbara)
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Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series
Rachev, Svetlozar T. (University of California, Santa Barbara)
A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.
369 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 26 de agosto de 2005 |
| ISBN13 | 9780471718864 |
| Editores | John Wiley & Sons Inc |
| Páginas | 384 |
| Dimensiones | 241 × 167 × 29 mm · 680 g |
| Lengua | Inglés |
