Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Sveltozar T. Rachev; Christian Menn; Frank J. Fabozzi
| Year of publication: |
c 2005
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Menn, Christian ; Fabozzi, Frank J. |
| Publisher: |
Hoboken, NJ [u.a.] : Wiley |
| Subject: | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Portfoliomanagement |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] |
Online-Ausg.:
Račev, Svetlozar T. *1951-*. Fat-tailed and skewed asset return distributions. - Hoboken, NJ [u.a.] : Wiley, 2005. - XIII, 369 S.
Persistent link: https://www.econbiz.de/10002817530