Safety-first analysis and stable Paretian approach to portfolio choice theory
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Publication:1600526
DOI10.1016/S0895-7177(01)00116-9zbMath1018.91026MaRDI QIDQ1600526
L. S. Ortobelli, Svetlozar T. Rachev
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
domain of attractionstochastic dominanceportfolio selectionefficient frontierstable Paretian distributionvalue at riskelliptical distribution
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