Portfolio selection with common correlation mixture models
Year of publication: |
2008
|
---|---|
Authors: | Haas, Markus ; Mittnik, Stefan |
Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 47-76
|
Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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