Pages that link to "Item:Q1574542"
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The following pages link to Portfolio management with stable distributions (Q1574542):
Displaying 16 items.
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Soft portfolio control (Q664297) (← links)
- Portfolio management without probabilities or statistics (Q666453) (← links)
- Portfolio choice with jumps: a closed-form solution (Q1024892) (← links)
- A general portfolio model for multivariate symmetric stable distributions (Q1058255) (← links)
- The impact of fat tailed returns on asset allocation (Q1397048) (← links)
- Portfolio selection with stable distributed returns (Q1397060) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Stable Paretian models in finance (Q2709279) (← links)
- Optimal portfolio theory for stable distributions (Q2740072) (← links)
- Minimum risk portfolios using MMAR (Q2804710) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)