Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization
type: Item
instance of: scholarly article
title: Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization
author: Asmerilda Hitaj
author: Lorenzo Mercuri
author: Edit Rroji
published in: Computational Management Science
publication date: 2019-02-18T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7024659
zbMATH Keywords: mixed tempered stable distribution
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: portfolio optimization
describes a project that uses: AnDarl
describes a project that uses: PricingMixedTS
MaRDI profile type: Publication
full work available at URL: s10287-018-0306-0
OpenAlex ID: W2801720423
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DOI: 10.1007/S10287-018-0306-0
description: scientific article; zbMATH DE number 7024659