Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing /
Sveltozar T. Rachev, Frank J. Fabozzi and Christian Menn.
- Hoboken, N.J. : John Wiley & Sons, 2005.
- xiii, 369 p. ;
0471718866 USD 79.95
Probability and Statistics Stochastic processes Portfolio selection Risk management Option pricing