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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

Record Type:	Language materials, printed : monographic
Title Information:	implications for risk management, portfolio selection, and option pricing
Author:	RachevS. T.,
Alternative Intellectual Responsibility:	FabozziFrank J.,
Alternative Intellectual Responsibility:	MennChristian,
Place of Publication:	Hoboken, N.J
Published:	John Wiley & Sons;
Year of Publication:	c2005
Description:	xiii, 369 p.ill. : 24cm.;
Subject:	Risk management -
Subject:	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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200 1 $a Fat-tailed and skewed asset return distributions $e implications for risk management, portfolio selection, and option pricing $f Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi
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215 1 $a xiii, 369 p. $c ill. $d 24cm.
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