Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750): Difference between revisions

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Revision as of 06:40, 18 July 2024

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Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization
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    Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (English)
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    18 February 2019
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    mixed tempered stable distribution
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    sensitivity analysis
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    portfolio optimization
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