Portfolio allocation using multivariate variance gamma models
| Year of publication: |
2013
|
|---|---|
| Authors: | Hitai, Asmerilda ; Mercuri, Lorenzo |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 27.2013, 1, p. 65-99
|