Original language | English |
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Pages (from-to) | 325-343 |
Journal | Annals of Operations Research |
DOIs | |
State | Published - Dec 2012 |
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 journal › Article