scientific article; zbMATH DE number 5010398

zbMATH Open1138.91466MaRDI QIDQ3374067FDOQ3374067

Authors: Sergio Ortobelli, Isabella Huber, Almira Biglova, Svetlozar T. Rachev 

Publication date: 9 March 2006

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (2)

• The sparse method of simulated quantiles: An application to portfolio optimization
• Asymptotic multivariate dominance: a financial application

Uses Software

• STABLE

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