Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258)
From MaRDI portal
scientific article; zbMATH DE number 7282799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-looking portfolio selection with multivariate non-Gaussian models |
scientific article; zbMATH DE number 7282799 |
Statements
Forward-looking portfolio selection with multivariate non-Gaussian models (English)
0 references
7 December 2020
0 references
normal mean-variance mixtures
0 references
time-changed Brownian motion
0 references
multivariate non-Gaussian processes
0 references
portfolio risk measures
0 references
portfolio optimization
0 references
0 references
0 references
0 references
0 references
0 references
