Risk parity for mixed tempered stable distributed sources of risk (Q1703562)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk parity for mixed tempered stable distributed sources of risk |
scientific article; zbMATH DE number 6846277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk parity for mixed tempered stable distributed sources of risk |
scientific article; zbMATH DE number 6846277 |
Statements
Risk parity for mixed tempered stable distributed sources of risk (English)
0 references
2 March 2018
0 references
risk parity
0 references
mixed tempered stable
0 references
optimization
0 references
0 references
0 references
