Fat tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Svetlozar T. Rachev ; Christian Menn ; Frank J. Fabozzi
| Year of publication: |
2005
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Menn, Christian ; Fabozzi, Frank J. |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Portfolio management | Risk management | Portfoliomanagement | Risikomanagement |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XIII, 369 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-471-71886-6 ; 978-0-471-71886-4 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004857705