Multivariate approximations to portfolio return distribution

  1. Mora-Valencia, A.
  2. Ñíguez, T.-M.
  3. Perote, J.
Journal:
Computational and Mathematical Organization Theory

ISSN: 1572-9346,  1381-298X

Year of publication: 2017

Volume: 23

Issue: 3

Pages: 347-361

Type: Article

DOI: 10.1007/S10588-016-9231-3 GOOGLE SCHOLAR
Data source: Scopus