Two sided efficient frontiers at multiple time horizons
Year of publication: |
2022
|
---|---|
Authors: | Madan, Dilip B. ; Wang, King |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 18.2022, 3, p. 327-353
|
Subject: | Acceptable risks | Distorted expectations | Multivariate bilateral gamma process | Q self-decomposable laws | Vector OU equations | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis |
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