scientific article; zbMATH DE number 5038977
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Publication:5477703
zbMATH Open1152.91545MaRDI QIDQ5477703FDOQ5477703
Authors: Sergio Ortobelli, Almira Biglova, Isabella Huber, Borjana Racheva, Stoyan V. Stoyanov 
Publication date: 6 July 2006
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Infinitely divisible distributions; stable distributions (60E07) Portfolio theory (91G10) Stationary stochastic processes (60G10)
Cited In (5)
- On the impact of semidefinite positive correlation measures in portfolio theory
- Portfolio choice with skewness preference and wealth-dependent risk aversion
- Distributional properties of portfolio weights
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables
- Diagnostic tests for non-causal time series with infinite variance
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