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Fat-Tailed and Skewed Asset Return Distributions

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

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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  • Språk:
  • Engelska
  • ISBN:
  • 9780471718864
  • Format:
  • Inbunden
  • Sidor:
  • 384
  • Utgiven:
  • 26. augusti 2005
  • Mått:
  • 241x167x29 mm.
  • Vikt:
  • 680 g.
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Leveranstid: Okänt - saknas för närvarande

Beskrivning av 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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