Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selec - detaljert visning

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

Svetlozar T. Rachev
Bok Engelsk 2005


Utgitt	Hoboken, N.J. : John Wiley & Sons , 2005
Emner	Portfolio management Risk management
ISBN	0471718866. - 9780471718864