Elliptically Contoured Models in Statistics and Portfolio Theory (Q2840351)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elliptically Contoured Models in Statistics and Portfolio Theory |
scientific article |
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Elliptically Contoured Models in Statistics and Portfolio Theory (English)
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18 July 2013
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multivariate distribution
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elliptically contoured distribution
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random matrix
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portfolio optimization
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