A generalized precision matrix for t-Student distributions in portfolio optimization
Year of publication: |
[2022]
|
---|---|
Authors: | Bax, Karoline ; Taufer, Emanuele ; Paterlini, Sandra |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 21, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4063255 [DOI] |
Classification: | c46 ; c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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