Work

Risk management and dynamic portfolio selection with stable Paretian distributions

Year: 2009

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2009.09.002

Authors: Sergio Ortobelli, Svetlozar T. Rachev, Frank J. Fabozzi

Institutions: University of Bergamo, Karlsruhe Institute of Technology, University of California, Santa Barbara, Yale University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1991389557

FWCI: 1.784

Cites: 33

Cited by: 25

Related to: 10