CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240): Difference between revisions
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Property / cites work: Multivariate stable distributions / rank | |||
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Property / cites work: Association of stable random variables / rank | |||
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Property / cites work: Regression-Type Estimation of the Parameters of Stable Laws / rank | |||
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Property / cites work: Properties of certain symmetric stable distributions / rank | |||
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Property / cites work: Limit theorems for sums of linearly generated random variables / rank | |||
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Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank | |||
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Latest revision as of 20:32, 6 June 2024
scientific article; zbMATH DE number 2096278
Language | Label | Description | Also known as |
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English | CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" |
scientific article; zbMATH DE number 2096278 |
Statements
CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (English)
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2 September 2004
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