Portfolio management with stable distributions

Portfolio management with stable distributions

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Article ID: iaor20013396
Country: Germany
Volume: 51
Issue: 2
Start Page Number: 341
End Page Number: 352
Publication Date: Jan 2000
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Keywords: optimization, investment
Abstract:

The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management.

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