Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series - Rachev, Svetlozar T. (University of California, Santa Barbara) - Books - John Wiley & Sons Inc - 9780471718864 - August 26, 2005
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Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series

Rachev, Svetlozar T. (University of California, Santa Barbara)

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Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.

369 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 26, 2005
ISBN13 9780471718864
Publishers John Wiley & Sons Inc
Pages 384
Dimensions 241 × 167 × 29 mm   ·   680 g
Language English  
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