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Fat-tailed and skewed asset return d...
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Fabozzi, Frank J.
Fat-tailed and skewed asset return distributions :implications for risk management, portfolio selection, and option pricing /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Fat-tailed and skewed asset return distributions :Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi.
其他題名:
implications for risk management, portfolio selection, and option pricing /
作者:
Rachev, S. T.
其他作者:
Menn, Christian.
出版者:
Hoboken, N.J. :John Wiley & Sons,c2005.
面頁冊數:
xiii, 369 p. :ill. ;24 cm.
叢書名:
The Frank J. Fabozzi series
標題:
Portfolio management.
電子資源:
http://www.loc.gov/catdir/enhancements/fy0627/2005282343-b.html
電子資源:
http://www.loc.gov/catdir/enhancements/fy0627/2005282343-d.html
電子資源:
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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implications for risk management, portfolio selection, and option pricing /
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John Wiley & Sons,
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xiii, 369 p. :
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http://www.loc.gov/catdir/enhancements/fy0627/2005282343-b.html
http://www.loc.gov/catdir/enhancements/fy0627/2005282343-d.html
http://www.loc.gov/catdir/enhancements/fy0627/2005282343-t.html
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