Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model

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Publication:2673808

DOI10.1007/S10479-022-04613-7zbMath1492.91327OpenAlexW4220961787MaRDI QIDQ2673808

Yanyan Li

Publication date: 13 June 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-022-04613-7







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