The impact of fat tailed returns on asset allocation (Q1397048)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The impact of fat tailed returns on asset allocation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of fat tailed returns on asset allocation |
scientific article |
Statements
The impact of fat tailed returns on asset allocation (English)
0 references
16 July 2003
0 references
portfolio optimization
0 references
stable distribution
0 references
scenario generation
0 references
