Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence?
From MaRDI portal
Publication:3119591
DOI10.3233/RDA-2011-0048zbMath1409.91219OpenAlexW1961926731MaRDI QIDQ3119591
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2011-0048
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)