Portfolio Selection with Heavy Tails
Year of publication: |
2005
|
---|---|
Authors: | Hyung, Namwon ; de Vries, Casper G. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Portfolio-Management | Entscheidung bei Risiko | safety first | heavy tails | portfolio diversification |
Series: | Tinbergen Institute Discussion Paper ; 05-009/2 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 83613429X [GVK] hdl:10419/86599 [Handle] RePEc:dgr:uvatin:20050009 [RePEc] |
Classification: | G11 - Portfolio Choice |
Source: |
-
Portfolio selection with heavy tails
Hyung, Namwon, (2006)
-
Portfolio Selection with Heavy Tails
Hyung, Namwon, (2005)
-
Portfolio Selection with Heavy Tails
Hyung, Namwon, (2005)
- More ...
-
Portfolio Diversification Effects and Regular Variation in Financial Data
Hyung, Namwon, (2001)
-
Portfolio Diversification Effects of Downside Risk
Hyung, Namwon, (2005)
-
The Downside Risk of Heavy Tails induces Low Diversification
Hyung, Namwon, (2010)
- More ...