Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750)
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scientific article; zbMATH DE number 7024659
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| English | Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization |
scientific article; zbMATH DE number 7024659 |
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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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0.7775619029998779
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0.7741109728813171
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0.7711212038993835
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0.7672386169433594
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