Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing
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| Main Author: | Rachev, Sveltozar T |
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| Format: | Sách |
| Language: | Undetermined |
| Published: |
John Wiley & Sons
2005
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| Subjects: | |
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| Institutions: | Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh |
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