Fat-Tailed and Skewed Asset Return Distributions's front cover

Fat-Tailed and Skewed Asset Return Distributions

by Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi

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About the Book

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.

All Editions

9780471718864
Hardcover, 10th Edition
ISBN13: 9780471718864
Wiley, 2005