A note on portfolio management under non-Gaussian logreturns
Fred Espen Benth; Kenneth Hvistendahl Karlsen; Kristin Reikvam
| Year of publication: |
2001
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|---|---|
| Authors: | Benth, Fred Espen ; Hvistendahl Karlsen, Kenneth ; Reikvam, Kristin |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 5, p. 711-731
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 730 - 731 In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612203