Fat tails and stop-losses in portable alpha
Year of publication: |
2011
|
---|---|
Authors: | Wise, Mark B. ; Schwarzkopf, Yonathan ; Bhansali, Vineer |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 9.2011, 3, p. 19-32
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution |
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