Portfolio optimization with multivariate elliptical stable distributions.
| Autor: | Pérez-Gayo, Pedro1 UO264874@uniovi.es, Quiroga-García, Raquel2 rquiroga@uniovi.es, Cañal-Fernández, Verónica2 vcanal@uniovi.es |
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| Zdroj: | Proceedings of the International Workshop Accounting & Taxation (IWAT2021). Apr2024, p66-68. 3p. |
| Databáze: | Business Source Ultimate |
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