Portfolio management with stable distributions
From MaRDI portal
Publication:1574542
DOI10.1007/s001860050092zbMath1016.91060MaRDI QIDQ1574542
Seonkoo Han, Svetlozar T. Rachev
Publication date: 10 August 2000
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860050092
91G10: Portfolio theory
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