Portfolio selection in the presence of heavy-tailed asset returns
Toker Doganoglu; Stefan Mittnik; Svetlozar Rachev
| Year of publication: |
2002
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|---|---|
| Authors: | Doganoglu, Toker ; Mittnik, Stefan ; Račev, Svetlozar T. |
| Published in: |
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]. - Dordrecht [u.a.] : Kluwer Academic Publishers, ISBN 1-4020-7334-8. - 2002, p. 51-64
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001905062