Pages that link to "Item:Q951337"

The following pages link to The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337):

Displaying 6 items.

• Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
• Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
• The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
• Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling (Q2357437) (← links)
• Directional entropy and tail uncertainty, with applications to financial hazard (Q3169219) (← links)
• The Role of the Normal Distribution in Financial Markets (Q3178565) (← links)