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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Xehetasun bibliografikoak
Egile nagusia:	Rachev, Sveltozar T
Formatua:	Sách
Hizkuntza:	Undetermined
Argitaratua:	John Wiley & Sons 2005
Gaiak:	Đầu tư;
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

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

Antzeko izenburuak

Fat-Tailed and return distributions :
nork: Rachev, S. T.
Argitaratua: (2005)

Modern portfolio theory, the capital asset pricing model and arbitrage pricing theory :
nork: Harrington, Diana R
Argitaratua: (1987)

Social influences on dispersal and the fat-tailed dispersal distribution in red-cockaded woodpeckers /
nork: Kesler, Dylan C.

Stock market liquidity : Implications for market microstructure and asset pricing
Argitaratua: (2008)

Option pricing, interest rates and risk management :
Argitaratua: (2001)

Advanced stochastic models, risk assessment, and portfolio optimization :
nork: Rachev, S. T
Argitaratua: (2008)

Asset pricing :
nork: Kellerhals, B. Philipp
Argitaratua: (2004)

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
nork: Mostafa, Fahed, et al.
Argitaratua: (2020)

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
nork: Rachev, Svetlozar T
Argitaratua: (2008)

Option pricing
nork: Jerry, Marlow

Applied Asset and Risk Management: A Guide to Modern Portfolio Management and Behavior-Driven Markets
nork: Schulmerich, Marcus, et al.
Argitaratua: (2015)

Optimal portfolio modeling : Models to maximize return and control risk in Excel and R + CD-ROM
nork: McDonnell, Philip
Argitaratua: (2008)

Finance theory and asset pricing
nork: Milne, Frank
Argitaratua: (2003)

Finance theory and asset pricing
nork: Milne, Frank
Argitaratua: (2003)

Option writing strategies for extraordinary returns
nork: Funk, David G.
Argitaratua: (2005)

Asymmetric Returns: The Future of Active Asset Management /
nork: M.Ineichen Alexander
Argitaratua: (2006)

Asymmetric returns : the future of active asset management
nork: Ineichen, Alexander M
Argitaratua: (2007)

Advanced option pricing models :
nork: Katz, Jeffrey Owen
Argitaratua: (2005)

High performance options trading : option volatility & pricing strategies
nork: Yates, Leonard
Argitaratua: (2003)

Heavy-Tailed Distributions and Robustness in Economics and Finance
nork: Ibragimov, Marat, et al.
Argitaratua: (2015)

Asset and risk management :
Argitaratua: (2005)

Asset and risk management :
Argitaratua: (2005)

Environmental implications of options in urban mobility
Argitaratua: (1973)

Portfolio Optimization with Return Prediction on Vietnam Stock Market
nork: Tran, Thanh Hai, et al.
Argitaratua: (2026)

Skew Field Constructions /
nork: Cohn, P. M.
Argitaratua: (1973)

Research on Asset Chain Pricing under Asymmetric Information
nork: To, Minh Huong
Argitaratua: (2025)

The dynamic relationship of oil price, gold price and stock market return - Evidence in Vietnam
nork: Nguyễn, Phan Hồng Ngọc
Argitaratua: (2023)

Gold Price, Oil Price, and Stock Market Return Spillovers: Empirical Evidence from Vietnam
nork: Hoai, Nguyen Thi, et al.
Argitaratua: (2025)

Asset Price Volatility of Listed Companies in the Vietnam Stock Market
nork: Bui, Huu Phuoc, et al.
Argitaratua: (2024)

Pricing, distribution and employment :
nork: Bain, Joe S.
Argitaratua: (1948)

Options : Trading strategy and risk management
nork: Vine, Simon
Argitaratua: (2005)

Real Options, Ambiguity, Risk and Insurance
nork: Bensoussan, Alain, et al.
Argitaratua: (2014)

The Use of Risk Budgets in Portfolio Optimization
nork: Unger, Albina
Argitaratua: (2015)

Managing Commodity Price Risk
nork: Hartley, Janet L
Argitaratua: (2012)

The 90% solution : higher returns, less risk
nork: Rogers, David
Argitaratua: (2006)

Stability for the integro-differential variational inequalities of the American option pricing problem /
nork: Mastroeni, Loretta.

Dynamic programming methods for the American option pricing problem with stochastic volatility /
nork: Mastroeni, Loretta.

Applying options pricing method in determining the weighted average cost of capital
nork: Nguyễn, Thanh Hồng Ân
Argitaratua: (2022)

Portfolio management under stress: a bayesian-net approach to coherent asset allocation
nork: Rebonato, Riccardo
Argitaratua: (2013)

Timing Optimization Through Clock Skew Scheduling
nork: Kourtev, Ivan S., et al.
Argitaratua: (2020)

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