Title of article :
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Author/Authors :
Yesim Tokat، نويسنده , , Svetlozar T. Rachev، نويسنده , , Eduardo S. Schwartz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
33
From page :
937
To page :
969
Keywords :
Dynamic portfolio optimization , Scenario generation , Asset returnpredictability , Stable distribution
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2003
Journal title :
Journal of Economic Dynamics and Control
Record number :
238353
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238353
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