Portfolio management with stable distributions

Svetlozar Rachev; Seonkoo Han

doi:10.1007/s001860050092

Portfolio management with stable distributions

Svetlozar Rachev, Seonkoo Han

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

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	https://doi.org/10.1007/s001860050092
State	Published - 2000

Keywords

Optimization
Portfolio management
Stable ditributions

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journal = "Mathematical Methods of Operations Research",

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Portfolio management with stable distributions

Abstract

Keywords

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