Capital allocation to alternatives with a multivariate ladder gamma return distribution
Year of publication: |
November 2016
|
---|---|
Authors: | Buzacott, John A. |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 39.2016, 2, p. 235-258
|
Subject: | Investment analysis | Portfolio selection | Ladder gamma distribution | Exponential utility | Theorie | Theory | Statistische Verteilung | Statistical distribution | Portfolio-Management | Kapitaleinkommen | Capital income |
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