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A general portfolio model for multivariate symmetric stable distributions - MaRDI portal

A general portfolio model for multivariate symmetric stable distributions

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Publication:1058255

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zbMath0564.62099MaRDI QIDQ1058255

B. Raja Rao

Publication date: 1983

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

risk price changes expected return different intra-class association patterns investor's resources stable portfolio analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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