Portfolio management with stable distributions

被引：13
|
作者：
Rachev, S
Han, SK
机构：
[1] Univ Karlsruhe, Inst Stat & Math Econ, D-76128 Karlsruhe, Germany
[2] Univ Calif Santa Barbara, Dept Stat & Appl Probabil, Santa Barbara, CA 93106 USA
来源：
MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2000年 / 51卷 / 02期
关键词：
stable ditributions; portfolio management; optimization;
D O I：
10.1007/s001860050092
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management.
引用
收藏
页码：341 / 352
页数：12
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