Pages that link to "Item:Q1397060"

The following pages link to Portfolio selection with stable distributed returns (Q1397060):

Displaying 18 items.

• Estimation of stable distributions by indirect inference (Q530608) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• A general portfolio model for multivariate symmetric stable distributions (Q1058255) (← links)
• The impact of fat tailed returns on asset allocation (Q1397048) (← links)
• Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
• Portfolio management with stable distributions (Q1574542) (← links)
• Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
• Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
• Optimal portfolio theory for stable distributions (Q2740072) (← links)
• Empirical study of relation measures of stable distributed stock returns (Q2811600) (← links)
• Estimating investor preferences towards portfolio return distribution in investment funds (Q2966433) (← links)
• Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
• (Q3463107) (← links)
• (Q3607025) (← links)
• Selection of balanced portfolios to track the main properties of a large market (Q4683015) (← links)
• Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
• Practical computing for finite moment log-stable distributions to model financial risk (Q5963822) (← links)