Pages that link to "Item:Q4216098"
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The following pages link to Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098):
Displaying 9 items.
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- GOE statistics for Lévy matrices (Q824414) (← links)
- Eigenvector statistics of Lévy matrices (Q2039453) (← links)
- Universal characteristics of fractal fluctuations in prime number distribution (Q2930728) (← links)
- A Novel Asymmetric Distribution with Power Tails (Q3435977) (← links)
- A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (Q4528080) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL (Q5297233) (← links)
- The Kalman-Lévy filter (Q5942848) (← links)
