The impact of fat tailed returns on asset allocation
Year of publication: |
2002
|
---|---|
Authors: | Tokat, Yesim ; Schwartz, Eduardo S. |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 55.2002, 2, p. 165-185
|
Publisher: |
Springer |
Subject: | portfolio optimization | stable distribution | scenario generation |
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