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~isPartOf:"Computational economics"
~person:"Härdle, Wolfgang"
~person:"Vorst, Ton"
~subject:"Optionspreistheorie"
~subject:"Risikomaß"
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Computational economics
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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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