Citation
S. Rachev et Sk. Han, Portfolio management with stable distributions, MATH M O R, 51(2), 2000, pp. 341-352
Citations number
8
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICAL METHODS OF OPERATIONS RESEARCH
ISSN journal
14322994
→ ACNP
Volume
51
Issue
2
Year of publication
2000
Pages
341 - 352
Database
ISI
SICI code
1432-2994(200004)51:2<341:PMWSD>2.0.ZU;2-Q
Abstract
The aim of this short review is to outline the main directions of stable Pa
retian modeling in portfolio management.