PORTFOLIO THEORY FOR "FAT TAILS"
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Publication:4522654
DOI10.1142/S0219024900000504zbMath0973.91046MaRDI QIDQ4522654
P. Simonetti, J. V. Andersen, Didier Sornette
Publication date: 5 July 2001
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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