Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM

DOI10.1155/2015/235452zbMath1427.91255OpenAlexW2185308524WikidataQ59114205 ScholiaQ59114205MaRDI QIDQ1657901

Nils Chr. Framstad

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/235452

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Portfolio theory (91G10)

Related Items

Corrigendum to: ``Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM

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