"Measuring financial risk and portfolio optimization with a non-Gaussian ..."

Young Shin Kim et al. (2012)

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DOI: 10.1007/S10479-012-1229-8

access: closed

type: Journal Article

metadata version: 2021-04-09

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  - https://dblp.org/rec/journals/anor/KimGRFM12
Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca:
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. Ann. Oper. Res. 201(1): 325-343 (2012)

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