Taming large events : optimal portfolio theory for strongly fluctuating assets
Year of publication: |
1998
|
---|---|
Other Persons: | Bouchaud, Jean-Philippe (contributor) |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 1, p. 25-41
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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