Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios |
scientific article |
Statements
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (English)
0 references
12 November 2014
0 references
diversification
0 references
large deviations
0 references
shortfall probabilities
0 references
windfall probabilities
0 references
0 references
