Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios
| Year of publication: |
2012
|
|---|---|
| Authors: | Chu, Ba |
| Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 1, p. 97-122
|
| Publisher: |
Springer |
| Subject: | Diversification | Large deviations | Shortfall probabilities | Windfall probabilities |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866524