PORTFOLIO THEORY FOR "FAT TAILS" (Q4522654)

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scientific article; zbMATH DE number 1548404
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PORTFOLIO THEORY FOR "FAT TAILS"
scientific article; zbMATH DE number 1548404

    Statements

    title
    PORTFOLIO THEORY FOR "FAT TAILS" (English)
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    author
    J. V. Andersen
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    P. Simonetti
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    Didier Sornette
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    publication date
    5 July 2001
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    zbMATH Keywords
    asset returns
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    portfolio
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    risks
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    Identifiers

    zbMATH DE Number
    1548404
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