Work

Robust normal mixtures for financial portfolio allocation

Year: 2017

Type: article

Source: Econometrics and Statistics

DOI: 10.1016/j.ecosta.2017.02.003

Authors: Marco Gambacciani, Marc S. Paolella

Institutions: University of Zurich, Swiss Finance Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

OpenAlex ID: W2594400221

FWCI: 4.77

Cites: 65

Cited by: 25

Related to: 10