Portfolio Optimization: which alternatives to standard gaussian model?
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Resta, Marina |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Portfolio Optimization | Multifractals | Negentropy |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 122 |
| Classification: | C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models ; C5 - Econometric Modeling ; C6 - Mathematical Methods and Programming |
| Source: |
Persistent link: https://www.econbiz.de/10005345450