Forward-looking portfolio selection with multivariate non-Gaussian models

Michele Leonardo Bianchi and Gian Luca Tassinari

Year of publication:	2020
Authors:	Bianchi, Michele Leonardo ; Tassinari, Gian Luca
Subject:	Multivariate non-Gaussian processes \| Normal mean-variance mixtures \| Portfolio optimization \| Portfolio risk measures \| Time-changed Brownian motion \| Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Statistische Verteilung \| Statistical distribution \| Multivariate Analyse \| Multivariate analysis \| Kapitaleinkommen \| Capital income

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/14697688.2020.1733057 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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