Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

Young Shin Kim, Rosella Giacometti, Svetlozar Rachev, Frank J. Fabozzi, Domenico Mignacca

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)325-343
JournalAnnals of Operations Research
DOIs
StatePublished - Dec 2012

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