The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
| Year of publication: |
2003
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|---|---|
| Authors: | Tokat, Yesim ; Rachev, Svetlozar T. ; Schwartz, Eduardo S. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 27.2003, 6, p. 937-970
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