Portfolio optimization when risk factors are conditionally varying and heavy tailed
| Year of publication: |
2007
|
|---|---|
| Authors: | Doganoglu, Toker ; Hartz, Christoph ; Mittnik, Stefan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 29.2007, 3, p. 333-354
|