Portfolio management with stable distributions

被引：1
|
作者：
Svetlozar Rachev
Seonkoo Han
机构：
[1] Institute of Statistics and Mathematical Economics,
[2] University of Karlsruhe,undefined
[3] D-76128 Karlsruhe,undefined
[4] Germany (e-mail: rachev@lsoe.uni-karlsruhe.de),undefined
[5] Department of Statistics and Applied Probability,undefined
[6] University of California,undefined
[7] Santa Barbara,undefined
[8] CA 93106,undefined
[9] USA (e-mail: seonkoon@pstat.ucsb.edu),undefined
来源：
Mathematical Methods of Operations Research | 2000年 / 51卷
关键词：
Key words: Stable ditributions; portfolio management; optimization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management.
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页码：341 / 352
页数：11
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