Pages that link to "Item:Q2242280"
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The following pages link to Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280):
Displaying 4 items.
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers (Q6125263) (← links)