Wiley.com
Print this page Share

Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing

ISBN: 978-0-471-71886-4
Hardcover
384 pages
August 2005
List Price: US $105.00
Government Price: US $53.55
Enter Quantity:   Buy
Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing (0471718866) cover image
Other Available Formats: E-book

SVETLOZAR T. RACHEV, PhD, DR. SCI, is currently Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering and Professor Emeritus at the University of California. He is also the founder of Bravo Risk Management Group and Chief Scientist of FinAnalytica.

CHRISTIAN MENN, DR. RER. POL., is Hochschulassistent at the Chair of Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe. Currently, he is a Visiting Scientist at the School of Operations Research and Industrial Engineering at Cornell University as a postdoctoral fellow.

FRANK J. FABOZZI, PhD, CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. He is also a Fellow of the International Center for Finance at Yale University. Prior to joining the Yale faculty, Fabozzi was a visiting professor of finance in the Sloan School at MIT. Fabozzi has authored and edited many acclaimed books in finance and is also the Editor of the Journal of Portfolio Management.

More By These Authors

Mark J. P. Anson, Frank J. Fabozzi, Frank J. Jones
Sylvan G. Feldstein, Frank J. Fabozzi
Frank J. Fabozzi, Vinod Kothari
Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova, Sergio M. Focardi
Frank J. Fabozzi, Steven V. Mann
Pamela Peterson Drake, Frank J. Fabozzi
Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašić
Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi
Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi, Rebecca Manning
Stephen J. Antczak, Douglas J. Lucas, Frank J. Fabozzi
Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. Fabozzi
Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry
Frank J. Fabozzi (Editor), Harry M. Markowitz (Editor)
Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi
Frank J. Fabozzi (Editor), Lionel Martellini (Editor), Philippe Priaulet (Editor)
Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi, Sergio M. Focardi
Frank J. Fabozzi, Roland Fuss, Dieter G. Kaiser
Frank J. Fabozzi, Pamela Peterson Drake
Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi
Frank J. Fabozzi, Pamela Peterson Drake, Ralph S. Polimeni

Related Titles

More From This Series

by Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi
by Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi, Sergio M. Focardi

More By These Authors

Investments & Securities

by Sidney Homer, Richard Sylla
Back to Top