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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Sonraí Bibleagrafaíochta
Príomhúdar:	Rachev, S. T.
Formáid:	Leabhar
Teanga:	Undetermined
Foilsithe:	Hoboken, N.J. John Wiley & Sons 2005
Ábhair:	Portfolio management,Risk management,Quản lý danh mục đầu tư,Quản lý rủi ro
Clibeanna:	Cuir Clib Leis Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!

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

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