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Fat-Tailed Skewed Asset Return

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"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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Fat-Tailed Skewed Asset Return, Christian Menn, Svetlozar T. Rachev, Frank J. Fabozzi

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Released
2005
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(Hardcover)
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