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

S. T. Rachev

Publication Data

Title Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Author S. T. Rachev
Contributors Christian Menn, Frank J. Fabozzi
Publisher John Wiley & Sons
Publication date 2005
Publication location Hoboken, N.J.
Language English

Topics

Portfolio management
013200064

Catalogue Data

OBNB ID GBA541920
ISBN 10 0471718866
ISBN 13 9780471718864
Type BibliographicResource, Book
Dewey Classification 332.6

ISBD

P1053 xiii, 369 p.
P1042 Includes bibliographical references and index.

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Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing by S. T. Rachev. ISBN 9780471718864. Published by John Wiley & Sons in 2005. Publication and catalogue information, links to buy online and reader comments.