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Fat-Tailed and Skewed Asset Return Distributions

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In Stock (919)

£ 68.40

Description

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.

Book Details
EAN:
9780471718864
Binding:
Hardback
Dimensions(mm):
167 x 241 x 29
Publication Date:
2005-08-26
Publication Country:
United States