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, c2005. - xiii, 369 p. : ill. ; 24 cm.

Includes bibliographical references and index.

0471718866 (hbk.) 9780471718864 (hbk.)


Portfolio management.
Risk management.

332.6 / RAC