Pages that link to "Item:Q4810240"
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The following pages link to CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240):
Displayed 3 items.
- 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 optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)