Portfolio choice theory with non-Gaussian distributed returns
Year of publication: |
2003
|
---|---|
Authors: | Ortobelli, Sergio ; Huber, Isabella ; Račev, Svetlozar T. ; Schwartz, Eduardo S. |
Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 547-594
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution |
-
Berényi, Zsolt Endre, (2003)
-
Pun, Chi Seng, (2023)
-
Forward-looking measures of higher-order dependencies with an application to portfolio selection
Brinkmann, Felix, (2014)
- More ...
-
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim, (2003)
-
Stable modeling of market and credit value at risk
Račev, Svetlozar T., (2003)
-
Stable non-Gaussian models for credit risk management
Martin, Bernhard, (2003)
- More ...