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, 2005. - xiii, 369 p. : ill ; 24 cm.





0471718866

2005282343


Portfolio management.
Risk management.

332.6