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Fat-Tailed and Skewed Asset Return Distributions

- Implications for Risk Management, Portfolio Selection, and Option Pricing

By Svetlozar T. (University of California Rachev

part of the Frank J. Fabozzi Series series

Fat-Tailed and Skewed Asset Return Distributions by Svetlozar T. (University of California Rachev Save 31% from RPP Save 31%
About Fat-Tailed and Skewed Asset Return Distributions

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.

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  • Language:
  • English
  • ISBN:
  • 9780471718864
  • Binding:
  • Hardback
  • Pages:
  • 384
  • Published:
  • August 25, 2005
  • Dimensions:
  • 241x167x29 mm.
  • Weight:
  • 680 g.
Delivery: 2-4 weeks
Expected delivery: July 27, 2025

About Svetlozar T. (University of California Rachev

View all books by Svetlozar T. (University of California Rachev

Description of Fat-Tailed and Skewed Asset Return Distributions

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.

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