Rachev, S. T.
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi. - Hoboken, N.J. : John Wiley & Sons, 2005. - xiii, 369 p. : ill. ; 24 cm.
Includes bibliographical references and index.
0471718866
Portfolio management.
Risk management.
332.6 / RAF
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi. - Hoboken, N.J. : John Wiley & Sons, 2005. - xiii, 369 p. : ill. ; 24 cm.
Includes bibliographical references and index.
0471718866
Portfolio management.
Risk management.
332.6 / RAF