Portfolio selection with heavy tails

N. Hyung, C.G. Vries, de

    Research output: Book/ReportReportAcademic

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

    Publication series

    NameReport Eurandom
    Volume2004013
    ISSN (Print)1389-2355

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