Stable distributions in the Black-Litterman approach to asset allocation
Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev and Frank J. Fabozzi
| Year of publication: |
2009
|
|---|---|
| Authors: | Giacometti, Rosella ; Bertocchi, Marida ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 359-375
|
| Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | CAPM |
| Extent: | graph. Darst. |
|---|---|
| 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/10003797016