Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10287-018-0306-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2801720423 / rank | |||
Normal rank | |||
Revision as of 19:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization |
scientific article |
Statements
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (English)
0 references
18 February 2019
0 references
mixed tempered stable distribution
0 references
sensitivity analysis
0 references
portfolio optimization
0 references
