Asset allocation with multivariate non-Gaussian returns
Year of publication: |
2008
|
---|---|
Authors: | Madan, Dilip B. ; Yen, Ju-Yi J. |
Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 949-969
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process |
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