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Fat-Tailed Skewed Asset Return

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More about the book

"Fat-Tailed and Skewed Asset Return Distributions" challenges the assumption of normally distributed asset returns in finance. Authors Rachev, Menn, and Fabozzi provide a practical approach to portfolio selection, risk management, and option pricing, emphasizing non-normal distributions. The book covers probability distributions, stochastic processes, and risk measurement techniques.

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ISBN
9780471718864
Publisher
Wiley & Sons

Categories

Book variant

2005, hardcover

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