Title of article

Portfolio selection with heavy tails

Author/Authors

Namwon Hyung، نويسنده , , Casper G. de Vries، نويسنده ,

Issue Information

دوماهنامه با شماره پیاپی سال 2007

Pages

18

From page

383

To page

400

Keywords

Heavy tails , safety first , Portfolio diversification

Journal title

Journal of Empirical Finance

Serial Year

2007

Journal title

Journal of Empirical Finance

Record number

130858