Portfolio Selection Models Driven by Non Gaussian Price Dynamics
Year of publication: |
2001-04-01
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Authors: | Resta, Marina |
Institutions: | Society for Computational Economics - SCE |
Subject: | Merton Problem | Non-Gaussian World | Self Organizing Maps |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2001 Number 240 |
Classification: | C0 - Mathematical and Quantitative Methods. General ; C5 - Econometric Modeling ; C6 - Mathematical Methods and Programming ; G19 - General Financial Markets. Other |
Source: |
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Portfolio Selection Models Driven by Non Gaussian Price Dynamics
Resta, Marina, (2001)
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Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation
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