Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
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| Main Author: | Rachev, S. T. (Svetlozar Todorov) |
|---|---|
| Other Authors: | Menn, Christian 1927-, Fabozzi, Frank J. |
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
c2005.
|
| Series: | Frank J. Fabozzi series
|
| Subjects: | |
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