Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios
type: Item
instance of: scholarly article
title: Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios
zbMATH Open document ID: 1298.91133
author: Ba Chu
published in: Annals of Finance
publication date: 2014-11-12T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6368784
zbMATH Keywords: diversification
zbMATH Keywords: large deviations
zbMATH Keywords: shortfall probabilities
zbMATH Keywords: windfall probabilities
MaRDI profile type: Publication
full work available at URL: s10436-011-0182-x
OpenAlex ID: W2159769112
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DOI: 10.1007/S10436-011-0182-X
description: scientific article; zbMATH DE number 6368784