Fat-tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing
保存先:
第一著者: | Rachev, Sveltozar T |
---|---|
フォーマット: | Sách |
言語: | Undetermined |
出版事項: |
John Wiley & Sons
2005
|
主題: | |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
Thư viện lưu trữ: | Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh |
---|
類似資料
-
Fat-Tailed and return distributions :
著者:: Rachev, S. T.
出版事項: (2005) -
Modern portfolio theory, the capital asset pricing model and arbitrage pricing theory :
著者:: Harrington, Diana R
出版事項: (1987) -
Social influences on dispersal and the fat-tailed dispersal distribution in red-cockaded woodpeckers /
著者:: Kesler, Dylan C. -
Stock market liquidity : Implications for market microstructure and asset pricing
出版事項: (2008) -
Option pricing, interest rates and risk management :
出版事項: (2001)