The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Year of publication: |
2003
|
---|---|
Authors: | Tokat, Yesim ; Rachev, Svetlozar T. ; Schwartz, Eduardo S. |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 6, p. 937-969
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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