Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing

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Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing

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Détails bibliographiques
Auteur principal:	Rachev, Sveltozar T
Format:	Sách
Langue:	Undetermined
Publié:	John Wiley & Sons 2005
Sujets:	Đầu tư;
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Thư viện lưu trữ:	Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh


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082			\|a 332.6
100			\|a Rachev, Sveltozar T
245		0	\|a Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing
245		0	\|c Rachev, Sveltozar T
260			\|b John Wiley & Sons
260			\|c 2005
650			\|a Đầu tư;
927			\|a Sách
980			\|a Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh