Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing by Frank J. Fabozzi, Christian Menn and Svetlozar T. Rachev (2005, Hardcover)
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ISBN-13: 9780471718864, 978-0471718864. Yet many professionals dont appreciate the highly statistical models that take this empirical evidence into consideration. Format: Hardback.