Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing /
by Rachev, S. T; Menn, Christian; Fabozzi, Frank J.
Material type: BookPublisher: Hoboken, N.J. : John Wiley & Sons, 2005Description: xiii, 369 p. : ill. ; 24 cm.ISBN: 0471718866.Subject(s): Portfolio management | Risk managementItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Books | Dhaka University Library General Stacks | Non Fiction | 332.6 RAF (Browse shelf) | 1 | Available | 457841 |
Browsing Dhaka University Library Shelves , Shelving location: General Stacks , Collection code: Non Fiction Close shelf browser
332.6 PEW Words of Wall Street : | 332.6 PEW Words of Wall Street : | 332.6 PII Investment decisions and financial strategy / | 332.6 RAF Fat-tailed and skewed asset return distributions : | 332.6 REA Analysis of investments and management of portfolios / | 332.6 REA Analysis of investments and management of portfolios / | 332.6 REA Analysis of investments and management of portfolios / |
Includes bibliographical references and index.
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