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

Gelijkaardige items

• Fat-Tailed and return distributions :
  door: Rachev, S. T.
  Gepubliceerd in: (2005)
• Modern portfolio theory, the capital asset pricing model and arbitrage pricing theory :
  door: Harrington, Diana R
  Gepubliceerd in: (1987)
• Social influences on dispersal and the fat-tailed dispersal distribution in red-cockaded woodpeckers /
  door: Kesler, Dylan C.
•  Stock market liquidity : Implications for market microstructure and asset pricing
  Gepubliceerd in: (2008)
• Option pricing, interest rates and risk management :
  Gepubliceerd in: (2001)