The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach |
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The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (English)
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24 October 2008
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dynamic portfolio optimization
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stable distribution
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scenario generation
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asset return predictability
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