Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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