Pages that link to "Item:Q4810240"

The following pages link to CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240):

Displaying 7 items.

• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
• Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← links)
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
• Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
• Detection of changes in a random financial sequence with a stable distribution (Q5123599) (← links)