Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428)
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scientific article; zbMATH DE number 6368784
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| English | Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios |
scientific article; zbMATH DE number 6368784 |
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Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (English)
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12 November 2014
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diversification
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large deviations
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shortfall probabilities
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windfall probabilities
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0.8646602630615234
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0.776387095451355
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0.7719727754592896
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0.7717113494873047
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0.7657893896102905
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