Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation to alternatives with a multivariate ladder gamma return distribution |
scientific article |
Statements
Capital allocation to alternatives with a multivariate ladder gamma return distribution (English)
0 references
27 April 2017
0 references
investment analysis
0 references
portfolio selection
0 references
ladder gamma distribution
0 references
exponential utility
0 references
