Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization |
scientific article; zbMATH DE number 7024659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization |
scientific article; zbMATH DE number 7024659 |
Statements
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (English)
0 references
18 February 2019
0 references
mixed tempered stable distribution
0 references
sensitivity analysis
0 references
portfolio optimization
0 references
0 references
0 references
