Pages that link to "Item:Q951337"
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The following pages link to The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337):
Displaying 10 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)
- Stable distributions in the Black–Litterman approach to asset allocation (Q5423194) (← links)
- Ambiguity in portfolio selection (Q5423195) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)
