Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation to alternatives with a multivariate ladder gamma return distribution |
scientific article |
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Capital allocation to alternatives with a multivariate ladder gamma return distribution (English)
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27 April 2017
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investment analysis
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portfolio selection
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ladder gamma distribution
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exponential utility
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