Optimal positioning in financial derivatives under mixture distributions
R. Hentati-Kaffel, J.-L. Prigent
| 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
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| Subject: | Portfolio optimization | Mixture distributions | Ambiguity | Theorie | Theory | Portfolio-Management | Portfolio selection | Derivat | Derivative | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.02.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645569