Fat-Tailed And Skewed Asset Return Distributions
Implications For Risk Management, Portfolio Selection, And Option Pricing
language: english
Publisher:
JOHN WILEY & SONS INC, August of 2005 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780471718864 |
| Publisher: | JOHN WILEY & SONS INC |
| Release Date: | August of 2005 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 384 |
| Format: | Book |
| Collection: | Frank J. Fabozzi Series |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
|
| EAN: | 9780471718864 |
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