Portfolio modeling with heavy tailed random vectors
Mark M. Meerschaert; Hans-Peter Scheffler
| Year of publication: |
2003
|
|---|---|
| Authors: | Meerschaert, Mark M. ; Scheffler, Hans-Peter |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 595-640
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882200