The impact of fat tailed returns on asset allocation
Yesim Tokat; Eduardo S. Schwartz
| Year of publication: |
2002
|
|---|---|
| Authors: | Tokat, Yesim ; Schwartz, Eduardo S. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 55.2002, 2, p. 165-185
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical methods of operations research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001678009