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Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series
Rachev, Svetlozar T. (University of California, Santa Barbara)
Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series
Rachev, Svetlozar T. (University of California, Santa Barbara)
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.
369 pages, Illustrations
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 26 de agosto de 2005 |
ISBN13 | 9780471718864 |
Editoras | John Wiley & Sons Inc |
Páginas | 384 |
Dimensões | 241 × 167 × 29 mm · 680 g |
Idioma | English |
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