The impact of fat tailed returns on asset allocation
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Publication:1397048
DOI10.1007/S001860200183zbMath1035.91035OpenAlexW2101450784MaRDI QIDQ1397048
Yesim Tokat, Eduardo S. Schwartz
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860200183
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