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Fat-Tailed And Skewed Asset Return Distributions eBook

Implications For Risk Management, Portfolio Selection, And Option Pricing

by Frank J. Fabozzi, Christian Menn e Svetlozar T. Rachev
language: english
Publisher: WILEY, September of 2005 ‧
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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.

Fat-Tailed And Skewed Asset Return Distributions

Implications For Risk Management, Portfolio Selection, And Option Pricing

by Frank J. Fabozzi, Christian Menn e Svetlozar T. Rachev

Property Description
ISBN: 9780471758907
Publisher: WILEY
Release Date: September of 2005
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Frank J. Fabozzi Series
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9780471758907