Reconciling mean-variance portfolio theory with non-Gaussian returns
Work
Year: 2021
Type: article
Author Nathan Lassance
Institution UCLouvain
Cites: 60
Cited by: 9
Related to: 10
FWCI: 1.346
Citation percentile (by year/subfield): 71.3
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed