Yesim Tokat

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Journal of Economic Dynamics and Control
2008-10-24Paper
The impact of fat tailed returns on asset allocation
Mathematical Methods of Operations Research
2003-07-16Paper
Asset and liability management: Recent advances
 
2001-03-12Paper


Research outcomes over time


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