The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337)
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scientific article; zbMATH DE number 5356606
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| English | The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach |
scientific article; zbMATH DE number 5356606 |
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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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0.87247676
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0.86547697
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0.86371887
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0.85735613
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0.8536619
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0.85198706
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0.8510208
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