Fat-tailed And Skewed Asset Return Distributions Implications for Risk Management, Portfolio Selection, And Option Pricing

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 Christian Menn, Dr. Rer. Pol., is Hochschulassistent at the Chair of Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe Frank J. Fabozzi, PhD, CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of ManagementRachev, Svetlozar T. is the author of 'Fat-tailed And Skewed Asset Return Distributions Implications for Risk Management, Portfolio Selection, And Option Pricing', published 2005 under ISBN 9780471718864 and ISBN 0471718866.