Business

Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing

Name: Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
Author: Svetlozar T. Rachev
ISBN: 9780471718864

by Svetlozar T. Rachev

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Language EN

ISBN: 9780471718864

Description

Most of the concepts in theoretical and empirical finance that have been developed over the last 50 years rest upon the assumption that the return or price distribution for financial assets follows a normal distribution.

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