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.

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Product Identifiers

PublisherWiley & Sons, Incorporated, John
ISBN-100471718866
ISBN-139780471718864
eBay Product ID (ePID)90310969

Product Key Features

Book TitleFat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
Number of Pages384 Pages
LanguageEnglish
TopicInvestments & Securities / Portfolio Management, Finance / General
Publication Year2005
IllustratorYes
GenreBusiness & Economics
AuthorFrank J. Fabozzi, Christian Menn, Svetlozar T. Rachev
Book SeriesFrank J. Fabozzi Ser.
FormatHardcover

Dimensions

Item Height1.3 in
Item Weight20.5 oz.
Item Length9.5 in
Item Width6.4 in

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Intended AudienceTrade

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