Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing

by Christian Menn, Svetlozar T. Rachev, Frank J. Fabozzi, et al.

While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don't appreciate the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471718866
• ISBN13: 9780471718864
• Release Date: August 2005
• Publisher: Wiley
• Length: 384 Pages
• Weight: 1.60 lbs.
• Dimensions: 1.1" x 6.4" x 9.5"