Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns (Q5189717)
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scientific article; zbMATH DE number 5680128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns |
scientific article; zbMATH DE number 5680128 |
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Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns (English)
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11 March 2010
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portfolio optimization
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portfolio management
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correlation modelling
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risk management
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value at risk
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model estimation
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