Portfolio selection with heavy tails

Journal of Empirical Finance - Tập 14 - Trang 383-400 - 2007
Namwon Hyung1,2, Casper G. de Vries2,3,4
1Faculty of Economics, The University of Seoul, Seoul, 130-743, South Korea
2Tinbergen Institute, The Netherlands
3Department of Accounting and Finance H8-33 Erasmus University Rotterdam, PO Box 1738, 3000 DR, Rotterdam, The Netherlands
4EURANDOM, The Netherlands

Tài liệu tham khảo

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