Diversification and generalized tracking errors for correlated non‐normal returns
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Publication:4647233
DOI10.1080/14697688.2002.0000015zbMath1405.91575arXivcond-mat/0209107MaRDI QIDQ4647233
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0209107
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G10: Portfolio theory