Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2005
|
| Schriftenreihe: | The Frank J. Fabozzi Series
|
| Schlagworte: | |
| Beschreibung: | 1 Online-Ressource (XIII, 369) graph. Darst. |
| ISBN: | 9780471758907 9780471718864 |
Internformat
MARC
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| 020 | |a 9780471718864 |c print |9 978-0-471-71886-4 | ||
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| 100 | 1 | |a Račev, Svetlozar T. |d 1951- |e Verfasser |0 (DE-588)12022979X |4 aut | |
| 245 | 1 | 0 | |a Fat-tailed and skewed asset return distributions |b implications for risk management, portfolio selection, and option pricing |c Svetlozar T. Rachev ; Christian Menn ; Frank J. Fabozzi |
| 246 | 1 | 3 | |a Fat tailed and skewed asset return distributions |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2005 | |
| 300 | |a 1 Online-Ressource (XIII, 369) |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
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| 490 | 0 | |a The Frank J. Fabozzi Series | |
| 650 | 4 | |a Kapitalertrag / Statistische Verteilung / Portfolio-Management / Risikomanagement / Optionspreistheorie | |
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Datensatz im Suchindex
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| author | Račev, Svetlozar T. 1951- |
| author_GND | (DE-588)12022979X |
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| callnumber-subject | HG - Finance |
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| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV039686422 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:08:58Z |
| institution | BVB |
| isbn | 9780471758907 9780471718864 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024535319 |
| oclc_num | 767764630 |
| open_access_boolean | |
| owner | DE-29 |
| owner_facet | DE-29 |
| physical | 1 Online-Ressource (XIII, 369) graph. Darst. |
| psigel | ZDB-38-EBR |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Wiley |
| record_format | marc |
| series2 | The Frank J. Fabozzi Series |
| spelling | Račev, Svetlozar T. 1951- Verfasser (DE-588)12022979X aut Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing Svetlozar T. Rachev ; Christian Menn ; Frank J. Fabozzi Fat tailed and skewed asset return distributions Hoboken, NJ Wiley 2005 1 Online-Ressource (XIII, 369) graph. Darst. txt rdacontent c rdamedia cr rdacarrier The Frank J. Fabozzi Series Kapitalertrag / Statistische Verteilung / Portfolio-Management / Risikomanagement / Optionspreistheorie Portfoliomanagement - Risikomanagement Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s Risikomanagement (DE-588)4121590-4 s b DE-604 |
| spellingShingle | Račev, Svetlozar T. 1951- Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing Kapitalertrag / Statistische Verteilung / Portfolio-Management / Risikomanagement / Optionspreistheorie Portfoliomanagement - Risikomanagement Portfoliomanagement (DE-588)4115601-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4121590-4 |
| title | Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing |
| title_alt | Fat tailed and skewed asset return distributions |
| title_auth | Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing |
| title_exact_search | Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing |
| title_full | Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing Svetlozar T. Rachev ; Christian Menn ; Frank J. Fabozzi |
| title_fullStr | Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing Svetlozar T. Rachev ; Christian Menn ; Frank J. Fabozzi |
| title_full_unstemmed | Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing Svetlozar T. Rachev ; Christian Menn ; Frank J. Fabozzi |
| title_short | Fat-tailed and skewed asset return distributions |
| title_sort | fat tailed and skewed asset return distributions implications for risk management portfolio selection and option pricing |
| title_sub | implications for risk management, portfolio selection, and option pricing |
| topic | Kapitalertrag / Statistische Verteilung / Portfolio-Management / Risikomanagement / Optionspreistheorie Portfoliomanagement - Risikomanagement Portfoliomanagement (DE-588)4115601-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Kapitalertrag / Statistische Verteilung / Portfolio-Management / Risikomanagement / Optionspreistheorie Portfoliomanagement - Risikomanagement Portfoliomanagement Risikomanagement |
| work_keys_str_mv | AT racevsvetlozart fattailedandskewedassetreturndistributionsimplicationsforriskmanagementportfolioselectionandoptionpricing AT racevsvetlozart fattailedandskewedassetreturndistributions |