Fat tails and the effect on optimal asset allocations
André Lucas and Pieter Klaassen
| Year of publication: |
2001
|
|---|---|
| Authors: | Lucas, André ; Klaassen, Pieter |
| Published in: |
Bank strategies and challenges in the new Europe. - New York : Palgrave, ISBN 0-333-94936-6. - 2001, p. 272-288
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001630871