The following pages link to PORTFOLIO THEORY FOR "FAT TAILS" (Q4522654):
Displaying 7 items.
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
- Critical market crashes (Q1867905) (← links)
- A model-free, non-parametric method for density determination, with application to asset returns (Q2156154) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- WHY THE RETURN NOTION MATTERS (Q5696842) (← links)
