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Fat-Tailed and Skewed Asset Return Distributions

- Implications for Risk Management, Portfolio Selection, and Option Pricing

Bag om Fat-Tailed and Skewed Asset Return Distributions

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780471718864
  • Indbinding:
  • Hardback
  • Sideantal:
  • 384
  • Udgivet:
  • 26. august 2005
  • Størrelse:
  • 241x167x29 mm.
  • Vægt:
  • 680 g.
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 20. november 2024

Beskrivelse af Fat-Tailed and Skewed Asset Return Distributions

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.

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