Fat-Tailed and return distributions :

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Fat-Tailed and return distributions : Implications for risk management, portfolio selection, and option pricing

While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed...

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書誌詳細
第一著者:	Rachev, S. T.
フォーマット:	図書
言語:	Undetermined
出版事項:	Hoboken, N.J. John Wiley & Sons 2005
主題:	Portfolio management,Risk management,Quản lý danh mục đầu tư,Quản lý rủi ro
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

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