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] |
| Extent: | XIII, 369 S. zahlr. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | hbk.. - : £50.00 : CIP entry (Aug.) |
| ISBN: | 0-471-71886-6 ; 978-0-471-71886-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002817530