Statistical issues in modeling multivariate stable portfolios
Year of publication: |
2003
|
---|---|
Authors: | Kozubowski, Tomasz J. ; Panorska, Anna K. ; Račev, Svetlozar T. |
Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 131-167
|
Subject: | Portfolio-Management | Portfolio selection | Statistische Methode | Statistical method | Theorie | Theory |
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