|
|||||
|
|
Portfolio management with stable distributions |
|
| Authors: | Svetlozar Rachev Seonkoo Han |
| Institution: | (1) Institute of Statistics and Mathematical Economics, University of Karlsruhe, D-76128 Karlsruhe, Germany (e-mail: rachev@lsoe.uni-karlsruhe.de), DE;(2) Department of Statistics and Applied Probability, University of California, Santa Barbara, CA 93106, USA (e-mail: seonkoon@pstat.ucsb.edu), US |
| Abstract: | |
| Keywords: | : Stable ditributions portfolio management optimization |
| 本文献已被 SpringerLink 等数据库收录！ | |