The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Year of publication: |
2003
|
---|---|
Authors: | Tokat, Yesim ; Račev, Svetlozar T. ; Schwartz, Eduardo S. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 6, p. 937-969
|
Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | Statistische Verteilung | Statistical distribution | 1965-1999 |
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