Risk management and dynamic portfolio selection with stable paretian distributions
Year of publication: |
2010
|
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Authors: | Ortobelli, Sergio ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 2, p. 195-211
|
Subject: | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
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