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

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Bibliographic Information

Title
"Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing"
Statement of Responsibility
Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi
Publisher
  • John Wiley & Sons
Publication Year
  • c2005
Book size
24 cm

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Notes

Includes bibliographical references and index

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Details 詳細情報について

  • CRID
    1130000795133677568
  • NII Book ID
    BA74172560
  • ISBN
    9780471718864
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • Hoboken, N.J.
  • Classification
  • Subject
  • Data Source
    • CiNii Books
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