Portfolio Optimization: which alternatives to standard gaussian model?

Marina Resta ()

No 122, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Portfolio Optimization; Multifractals; Negentropy (search for similar items in EconPapers)
JEL-codes: C1 C22 C5 C6 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:122

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