Fat-Tailed and Skewed Asset Return Distributions
Christian Menn, Frank J. (School of Management, Yale University) Fabozzi, Svetlozar T. (University of California, Santa Barbara) Rachev
John Wiley & Sons Inc, 2005
98,50 €On orderDelivery: 2-3 weeks
A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.
- ISBN-13
- 9780471718864
- ISBN-10
- 0471718866
- Publisher
- John Wiley & Sons Inc
- Year
- 2005
- Publication date
- 2005-08-26
- Pages
- 384
- Dimensions
- 167x241x29
- Weight
- 680