Portfolio management with stable distributions

Svetlozar Rachev and Seonkoo Han

Mathematical Methods of Operations Research, 2000, vol. 51, issue 2, 352 pages

Abstract: The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management. Copyright Springer-Verlag Berlin Heidelberg 2000

Keywords: Key words: Stable ditributions; portfolio management; optimization (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/s001860050092

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