Portfolio theory for "fat tails"
D. Sornette, J. V. Andersen and P. Simonetti
| Year of publication: |
2000
|
|---|---|
| Authors: | Sornette, D. ; Andersen, J. V. ; Simonetti, P. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 3, p. 523-535
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001524157