Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088): Difference between revisions

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Revision as of 21:20, 19 March 2024

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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
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    Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (English)
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    2 April 2013
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    portfolio risk
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    portfolio optimization
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    portfolio budgeting
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    marginal contribution
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    fat-tailed distribution
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    multivariate normal tempered stable distribution
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