Fat-Tailed and Skewed Asset Return Distributions PDF
By:Svetlozar T. Rachev,Christian Menn,Frank J. Fabozzi
Published on 2005-09-15 by John Wiley & Sons
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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 highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. Fat-Tailed and Skewed Asset Return Distributions provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real-world risk management and investments.
This Book was ranked at 14 by Google Books for keyword Risk Management.
Book ID of Fat-Tailed and Skewed Asset Return Distributions's Books is xBdykmJh_DUC, Book which was written bySvetlozar T. Rachev,Christian Menn,Frank J. Fabozzihave ETAG "RFqpA6dQIV8"
Book which was published by John Wiley & Sons since 2005-09-15 have ISBNs, ISBN 13 Code is 9780471758907 and ISBN 10 Code is 0471758906
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Book which have "369 Pages" is Printed at BOOK under CategoryBusiness and Economics
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