Title Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Frank J. Fabozzi and Christian Menn

Published Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], 2005

Copies

Location	Call no.	Vol.	Availability
MELB	332.6 Rac/Fta		AVAILABLE

Description xiii, 369 pages ; 24 cm Subject Portfolio management. Risk management. Author Fabozzi, Frank J. Menn, Christian. ISBN 0471718866 (hbk.)

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