Quantifying the non-Gaussian gain
David Allen, Stephen Satchell, Colin Lizieri
| Year of publication: |
2024
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|---|---|
| Authors: | Allen, David ; Satchell, Stephen ; Lizieri, Colin |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 1, p. 1-18
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| Subject: | Asset allocation | Asymmetry | Expected utility | Non-normality | Tail dependence | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Ausreißer | Outliers | Multivariate Verteilung | Multivariate distribution |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-023-00338-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014511571