The impact of fat tailed returns on asset allocation

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Bibliographische Detailangaben
Veröffentlicht in:Mathematical methods of operations research
1. Verfasser: Tokat, Yesim (VerfasserIn)
Weitere Verfasser: Schwartz, Eduardo S. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2002
Schlagworte:
Portfolio-Management > Theorie > Aufsatz in Zeitschrift
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