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Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan - In: Computational economics 29 (2007) 3/4, pp. 333-354
Persistent link: https://www.econbiz.de/10003493814
Cover Image
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan - In: Computational economics 29 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10007721062