Portfolio analysis with multivariate normal tempered stable processes and distributions
Year of publication: |
2011
|
---|---|
Authors: | Krause, Dirk |
Other Persons: | Račev, Svetlozar T. (contributor) |
Publisher: |
Karlsruhe : KIT-Bibliothek |
Subject: | Portfolio-Management | Portfolio selection | Multivariate Analyse | Multivariate analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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