Work

Portfolio selection with heavy tails

Year: 2007

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2006.06.004

Authors: Namwon Hyung, Casper G. de Vries

Institutions: University of Seoul, Tinbergen Institute, Erasmus University Rotterdam

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2811131831

FWCI: 1.435

Cites: 13

Cited by: 36

Related to: 10