Two sided efficient frontiers at multiple time horizons (Q2675244)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two sided efficient frontiers at multiple time horizons |
scientific article |
Statements
Two sided efficient frontiers at multiple time horizons (English)
0 references
21 September 2022
0 references
acceptable risks
0 references
distorted expectations
0 references
Q self-decomposable laws
0 references
vector OU equations
0 references
multivariate bilateral gamma process
0 references
