Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Year of publication: |
2012
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Authors: | Kim, Young Shin ; Giacometti, Rosella ; Rachev, Svetlozar T. ; Fabozzi, Frank J. ; Mignacca, Domenico |
Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 201.2012, 1, p. 325-343
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