Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing

Author(s)

• Rachev, S. T. (Svetlozar Todorov)
• Menn, Christian
• Fabozzi, Frank J.

Bibliographic Information

Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing

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

（The Frank J. Fabozzi series）

John Wiley & Sons, c2005

Note

Includes bibliographical references and index

Details

• NCID: BA74172560
• ISBN:
  • 9780471718864
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xiii, 369 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.6
• Subject Headings:
  • LCSH : Portfolio management
  • LCSH : Risk management
• Parent Bibliography ID:
  • BA56819502