Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
Book Details
Format
Hardback or Cased Book
Book Series
Frank J. Fabozzi Series
ISBN-10
0471718866
ISBN-13
9780471718864
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Aug 26th, 2005
Print length
384 Pages
Weight
680 grams
Dimensions
16.70 x 24.10 x 2.90 cms
Product Classification:
Investment & securities
Ksh 14,400.00
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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.
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