External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

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]

Authors

Young Shin Kim

This author has not been identified. Look up 'Young Shin Kim' in Google

Rosella Giacometti

This author has not been identified. Look up 'Rosella Giacometti' in Google

Svetlozar T. Rachev

This author has not been identified. Look up 'Svetlozar T. Rachev' in Google

Frank J. Fabozzi

This author has not been identified. Look up 'Frank J. Fabozzi' in Google

Domenico Mignacca

This author has not been identified. Look up 'Domenico Mignacca' in Google
runs on