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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Bibliographische Detailangaben
1. Verfasser:	Rachev, Sveltozar T
Format:	Sách
Sprache:	Undetermined
Veröffentlicht:	John Wiley & Sons 2005
Schlagworte:	Đầu tư;
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Thư viện lưu trữ:	Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh


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245		0	\|a Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing
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650			\|a Đầu tư;
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