Portfolio optimization with serially correlated, skewed and fat tailed index returns
M. Glawischnig; I. Seidl
| Year of publication: |
2013
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|---|---|
| Authors: | Glawischnig, M. ; Seidl, I. |
| Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 11788756. - Vol. 21.2013, 1, p. 153-176
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010076002