Fat-Tailed and Skewed Asset Return Distributions
Hardcover
Rs 7874
Currently out of stock.
Request this book.| Genre: | Textbook |
|---|---|
| Language: | English |
Hardcover | |
| ISBN13: | 9780471718864 |
| ISBN10: | 0471718866 |
| Dimensions: | 6.36 x 9.51 x 1.26 inches |
| Weight: | 581 g |
| Published: | August 26, 2005 |
| Edition: | 10 |
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.