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

Podobne zapisy

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