Pages that link to "Item:Q2113612"
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The following pages link to On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612):
Displaying 5 items.
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- The role of lower partial moments in stochastic modeling (Q2003009) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Mean Lower Partial Moment Valuation and Lognormally Distributed Returns (Q3779952) (← links)