The impact of fat tailed returns on asset allocation (Q1397048)
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scientific article; zbMATH DE number 1950181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of fat tailed returns on asset allocation |
scientific article; zbMATH DE number 1950181 |
Statements
The impact of fat tailed returns on asset allocation (English)
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16 July 2003
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portfolio optimization
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stable distribution
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scenario generation
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