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Fat-tailed and skewed asset return d...

Fabozzi, Frank J.

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

紀錄類型:	書目-語言資料,印刷品 : 單行本
副題名:	implications for risk management, portfolio selection, and option pricing
作者:	RachevS. T.,
合作者:	FabozziFrank J.,
合作者:	MennChristian,
出版地:	Hoboken, N.J
出版者:	John Wiley & Sons;
出版年:	c2005
面頁冊數:	xiii, 369 p.ill. : 24cm.;
標題:	Risk management -
標題:	Portfolio management -
ISBN:	9780471718864

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

Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi - Hoboken, N.J : John Wiley & Sons, c2005. - xiii, 369 p. ; ill. ; 24cm..
Includes bibliographical references and index.
ISBN 9780471718864ISBN 0471718866
Risk managementPortfolio management

Fabozzi, Frank J.

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