Portfolio selection with heavy tails

N. Hyung, C.G. Vries, de

    Research output: Book/ReportReportAcademic

    61 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    Number of pages30
    Publication statusPublished - 2004

    Publication series

    NameReport Eurandom
    ISSN (Print)1389-2355

    Cite this

    Hyung, N., & Vries, de, C. G. (2004). Portfolio selection with heavy tails. (Report Eurandom; Vol. 2004013). Eurandom.