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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Dades bibliogràfiques
Autor principal:	Rachev, S. T.
Format:	Llibre
Idioma:	Undetermined
Publicat:	Hoboken, N.J. John Wiley & Sons 2005
Matèries:	Portfolio management,Risk management,Quản lý danh mục đầu tư,Quản lý rủi ro
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

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

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