Portfolio allocation with heavy-tailed returns
Year of publication: |
2007
|
---|---|
Authors: | Laha, Arnab Kumar ; Bhowmick, Divyajyoti ; Subramaniam, Bharathy |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 4/6, p. 237-242
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
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