Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization |
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Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (English)
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18 February 2019
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mixed tempered stable distribution
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sensitivity analysis
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portfolio optimization
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