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  • Search: subject:"Heterogeneous Tails"
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Subject
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Algorithm 1 Algorithmus 1 Asset Pricing Model 1 CAPM 1 Cryptocurrencies 1 Expectation Maximization Algorithm 1 Financial economics 1 Heterogeneous Tails 1 Kapitalmarkttheorie 1 Mixture Distribution 1 Portfolio Optimization 1 Portfolio selection 1 Portfolio-Management 1 Statistical distribution 1 Statistische Verteilung 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Hediger, Simon 1 Näf, Jeffrey 1 Paolella, Marc S. 1 Polak, Pawel 1
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Research paper series / Swiss Finance Institute 1
Source
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ECONIS (ZBW) 1
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Heterogeneous tail generalized common factor modeling
Hediger, Simon; Näf, Jeffrey; Paolella, Marc S.; … - 2021
A multivariate normal mean-variance heterogeneous tails mixture distribution is proposed for the joint distribution of …
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