Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
Full Title: | Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing |
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ISBN: | 0471718866 |
ISBN13: | 9780471718864 |
List Price: | USD $105.00 |
Authors: |
Svetlozar T. Rachev Frank J. Fabozzi Christian Menn |
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