Portfolio analysis with symmetric stable Paretian returns
Year of publication: |
1999
|
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Authors: | Gamba, Andrea |
Published in: |
Current topics in quantitative finance : with 23 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1231-5. - 1999, p. 48-69
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Pareto-Optimum | Pareto efficiency | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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