The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach-Reference-Cited by-同舟云学术

The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach

Published:2003-04 Issue:6 Volume:27 Page:937-969
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Tokat Yesim,Rachev Svetlozar T.,Schwartz Eduardo S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference80 articles.

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