Portfolio management with stable distributions

The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management. Copyright Springer-Verlag Berlin Heidelberg 2000

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Year of publication:	2000
Authors:	Rachev, Svetlozar ; Han, Seonkoo
Published in:	Computational Statistics. - Springer. - Vol. 51.2000, 2, p. 341-352
Publisher:	Springer
Subject:	Stable ditributions \| portfolio management \| optimization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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