Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca. Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. Annals OR, 201(1):325-343, 2012. [doi]

Abstract

Abstract is missing.