Abstract
The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management.
Original language | English |
---|---|
Pages (from-to) | 341-352 |
Number of pages | 12 |
Journal | Mathematical Methods of Operations Research |
Volume | 51 |
Issue number | 2 |
DOIs | |
State | Published - 2000 |
Keywords
- Optimization
- Portfolio management
- Stable ditributions