Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns (Q5189717): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680902814225 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2122126300 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The t Copula and Related Copulas / rank | |||
Normal rank | |||
Latest revision as of 12:41, 2 July 2024
scientific article; zbMATH DE number 5680128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns |
scientific article; zbMATH DE number 5680128 |
Statements
Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns (English)
0 references
11 March 2010
0 references
portfolio optimization
0 references
portfolio management
0 references
correlation modelling
0 references
risk management
0 references
value at risk
0 references
model estimation
0 references
