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

Lignende værker

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