Optimal positioning in financial derivatives under mixture distributions
Year of publication: |
January 2016
|
---|---|
Authors: | Hentati-Kaffel, R. ; Prigent, Jean-Luc |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part A, p. 115-124
|
Subject: | Portfolio optimization | Mixture distributions | Ambiguity | Portfolio-Management | Portfolio selection | Derivat | Derivative | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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