Quantifying the non-Gaussian gain
David Allen, Stephen Satchell, Colin Lizieri
| Year of publication: |
2024
|
|---|---|
| Authors: | Allen, David ; Satchell, Stephen ; Lizieri, Colin |
| Subject: | Asset allocation | Asymmetry | Expected utility | Non-normality | Tail dependence | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Statistische Verteilung | Statistical distribution | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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