Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi.
By: Rachev, S. T. (Svetlozar Todorov)
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Contributor(s): Menn, Christian | Fabozzi, Frank J.
Publisher: Hoboken, N.J. : John Wiley, c2005Description: xiii, 369 p. : ill. ; 24 cm.ISBN: 0471718866 (hbk.); 9780471718864 (hbk.).Subject(s): Portfolio management | Risk managementDDC classification: 332.6
| Item type | Current location | Call number | Copy number | Status | Notes | Date due | Barcode | Remark |
|---|---|---|---|---|---|---|---|---|
| Main Collection | TU External Storage-LCS | 332.6 RAC (Browse shelf) | 1 | Available | GENLS,GENLS,03,GR | 1000511778 | Please fill up online form at https://taylorslibrary.taylors.edu.my/services/external_storage1 |
Includes bibliographical references and index.