Pages that link to "Item:Q1574542"

The following pages link to Portfolio management with stable distributions (Q1574542):

Displaying 8 items.

• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Portfolio choice with jumps: a closed-form solution (Q1024892) (← links)
• Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
• Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
• Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)