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Fat-tailed and skewed asset return d...

Fabozzi, Frank J.

Fat-tailed and skewed asset return distributions :implications for risk management, portfolio selection, and option pricing /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Fat-tailed and skewed asset return distributions :Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi.
Reminder of title:	implications for risk management, portfolio selection, and option pricing /
Author:	Rachev, S. T.
other author:	Menn, Christian.
Published:	Hoboken, N.J. :John Wiley & Sons,c2005.
Description:	xiii, 369 p. :ill. ;24 cm.
Series:	The Frank J. Fabozzi series
Subject:	Portfolio management.
Online resource:	http://www.loc.gov/catdir/enhancements/fy0627/2005282343-b.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0627/2005282343-d.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0627/2005282343-t.html
ISBN:	0471718866 :

Fat-tailed and skewed asset return distributions :implications for risk management, portfolio selection, and option pricing /
Rachev, S. T.

Fat-tailed and skewed asset return distributions :implications for risk management, portfolio selection, and option pricing /Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi. - Hoboken, N.J. :John Wiley & Sons,c2005. - xiii, 369 p. :ill. ;24 cm. - The Frank J. Fabozzi series.

Includes bibliographical references and index.

ISBN: 0471718866 :NT

LCCN: 2005282343Subjects--Topical Terms:

186383
Portfolio management.

LC Class. No.: HG4529.5 / R119 2005

Dewey Class. No.: 332.6

Fat-tailed and skewed asset return distributions :implications for risk management, portfolio selection, and option pricing /
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040 $a DLC $c DLC $d DLC
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100 1 $a Rachev, S. T. $q (Svetlozar Todorov) $3 438504
245 1 0 $a Fat-tailed and skewed asset return distributions : $b implications for risk management, portfolio selection, and option pricing / $c Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi.
260 $a Hoboken, N.J. : $c c2005. $b John Wiley & Sons,
300 $a xiii, 369 p. : $b ill. ; $c 24 cm.
440 4 $a The Frank J. Fabozzi series
504 $a Includes bibliographical references and index.
650 0 $a Portfolio management. $3 186383
650 0 $a Risk management. $3 174339
700 1 $a Menn, Christian. $3 362291
700 1 $a Fabozzi, Frank J. $3 202979
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0627/2005282343-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0627/2005282343-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0627/2005282343-t.html

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320000509077

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HG4529.5 R119 2005

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http://www.loc.gov/catdir/enhancements/fy0627/2005282343-t.html

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