Portfolio diversification under local and moderate deviations from power laws
| Year of publication: |
2008
|
|---|---|
| Authors: | Ibragimov, Rustam ; Walden, Johan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 2, p. 594-600
|