Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098)
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scientific article; zbMATH DE number 1213254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets |
scientific article; zbMATH DE number 1213254 |
Statements
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (English)
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22 November 1998
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asset allocation
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fat tails
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tails of distributions
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