El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables (Q3880566): Difference between revisions
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| Property / cites work: Parameter Estimates for Symmetric Stable Distributions / rank | |||
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| Property / cites work: Multivariate stable distributions / rank | |||
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| Property / cites work: Estimation in Univariate and Multivariate Stable Distributions / rank | |||
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Latest revision as of 04:35, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables |
scientific article |
Statements
El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables (English)
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1975
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profits with stable distributions
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finance
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duality theorem
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portfolio selection problem
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fractile criterion
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symmetric stable distribution
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optimal portfolios
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efficient portfolios
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Markowitz theory
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parametric convex program
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criterion of maximum probability
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risk-free asset
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