Fat-Tailed and Skewed Asset Return Distributions
Implications for Risk Management, Portfolio Selection, and Option Pricing
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.
Specificaties
| ISBN/EAN | 9780471718864 |
| Auteur | Svetlozar T. (University of California Rachev |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 384 |
| Lengte | |
| Breedte |