The impact of fat tailed returns on asset allocation
| Year of publication: |
2002
|
|---|---|
| Authors: | Tokat, Yesim ; Schwartz, Eduardo S. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 55.2002, 2, p. 165-186
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