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~isPartOf:"Computational economics"
~isPartOf:"Econometric Theory"
~isPartOf:"Quantitative finance"
~person:"Wesselhöfft, Niels"
~subject:"Hedging"
~subject:"Portfolio-Management"
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Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
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