Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896)
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: Capital allocation to alternatives with a multivariate ladder gamma return distribution |
scientific article; zbMATH DE number 6708390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation to alternatives with a multivariate ladder gamma return distribution |
scientific article; zbMATH DE number 6708390 |
Statements
Capital allocation to alternatives with a multivariate ladder gamma return distribution (English)
0 references
27 April 2017
0 references
investment analysis
0 references
portfolio selection
0 references
ladder gamma distribution
0 references
exponential utility
0 references
0 references
0.8524151
0 references
0.84744954
0 references
0 references
0.83072203
0 references
0.8275362
0 references
0.82614815
0 references
0.8261161
0 references
0.8224716
0 references
