[Free pdf] Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing (Frank J. Fabozzi Series)
☆ Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi ☆
#2763517 in eBooks 2008-05-02 2008-05-02File Name: B000W7XIG4
12 of 14 people found the following review helpful. Too superficial to be of any value.By Allan D. BennettI purchased this book because I was told that it "treated" important topics in the statistical analysis of fat-tailed distributions of price movements--namely, copulas, modeling of VaR under non-normal stable distributions, etc. Unfortunately, these topics are given little substantive coverage. The book is basically a long survey article with little practical instruction for HOW to deal w"On the whole a valuable attempt to continue the work of Mandlebrot and others, to break the habit of treating the normal distribution curve as. . . normal." -- HedgeWorld News "This book is well-written by knowledgeable authors and provides readers with an excellent overview of where fat-tailedWhile mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals donrsquo;t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken wh... [PDF.yu67] Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing (Frank J. Fabozzi Series) Rating: 4.62 (558 Votes)
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You can specify the type of files you want, for your gadget.Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing (Frank J. Fabozzi Series) | Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi.Not only was the story interesting, engaging and relatable, it also teaches lessons.
