Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing (Frank J. Fabozzi Series)

by Frank J . Fabozzi C F A (Author), SvetlozarT.Rachev (Author), Christian Menn (Author)

• New

  Hardcover
  2005

  $98.51

  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.