Statistical issues in modeling multivariate stable portfolios
Tomasz J. Kozubowski; Anna K. Panorska; Svetlozar T. Rachev
| Year of publication: |
2003
|
|---|---|
| Authors: | Kozubowski, Tomasz J. ; Panorska, Anna K. ; Račev, Svetlozar T. |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 131-167
|
| Subject: | Portfolio-Management | Portfolio selection | Statistische Methode | Statistical method | Theorie | Theory |
| 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/10001882057