Portfolio Selection in the Presence of Heavy-tailed Asset Returns

Toker Doganoglu, Stefan Mittnik, Svetlozar Rachev

Publikation: Bidrag til bog/antologi/rapport/konference-proceedingBidrag til bog/antologiForskning

OriginalsprogEngelsk
TitelContributions to Modern Econometrics
RedaktørerIngo Klein, Stefan Mittnik
Antal sider15
Udgivelses stedDordecht
ForlagKluwer Academic Publishers
Publikationsdato2003
Sider51-64
ISBN (Trykt)978-1402073342
StatusUdgivet - 2003
NavnDynamic Modeling and Econometrics in Economics and Finance
Vol/bind4

Citer dette

Doganoglu, T., Mittnik, S., & Rachev, S. (2003). Portfolio Selection in the Presence of Heavy-tailed Asset Returns. I I. Klein, & S. Mittnik (red.), Contributions to Modern Econometrics (s. 51-64). Dordecht: Kluwer Academic Publishers. Dynamic Modeling and Econometrics in Economics and Finance, Bind. 4
Doganoglu, Toker ; Mittnik, Stefan ; Rachev, Svetlozar. / Portfolio Selection in the Presence of Heavy-tailed Asset Returns. Contributions to Modern Econometrics. red. / Ingo Klein ; Stefan Mittnik. Dordecht : Kluwer Academic Publishers, 2003. s. 51-64 (Dynamic Modeling and Econometrics in Economics and Finance, Bind 4).
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Doganoglu, T, Mittnik, S & Rachev, S 2003, Portfolio Selection in the Presence of Heavy-tailed Asset Returns. i I Klein & S Mittnik (red), Contributions to Modern Econometrics. Kluwer Academic Publishers, Dordecht, Dynamic Modeling and Econometrics in Economics and Finance, bind 4, s. 51-64.

Portfolio Selection in the Presence of Heavy-tailed Asset Returns. / Doganoglu, Toker; Mittnik, Stefan; Rachev, Svetlozar.

Contributions to Modern Econometrics. red. / Ingo Klein; Stefan Mittnik. Dordecht : Kluwer Academic Publishers, 2003. s. 51-64 (Dynamic Modeling and Econometrics in Economics and Finance, Bind 4).

Publikation: Bidrag til bog/antologi/rapport/konference-proceedingBidrag til bog/antologiForskning

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AU - Mittnik, Stefan

AU - Rachev, Svetlozar

PY - 2003

Y1 - 2003

M3 - Book chapter

SN - 978-1402073342

T3 - Dynamic Modeling and Econometrics in Economics and Finance

SP - 51

EP - 64

BT - Contributions to Modern Econometrics

A2 - Klein, Ingo

A2 - Mittnik, Stefan

PB - Kluwer Academic Publishers

CY - Dordecht

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Doganoglu T, Mittnik S, Rachev S. Portfolio Selection in the Presence of Heavy-tailed Asset Returns. I Klein I, Mittnik S, red., Contributions to Modern Econometrics. Dordecht: Kluwer Academic Publishers. 2003. s. 51-64. (Dynamic Modeling and Econometrics in Economics and Finance, Bind 4).