Original language | Undefined/Unknown |
---|---|
Pages (from-to) | 1011-1026 |
Number of pages | 16 |
Journal | Advances in Applied Probability |
Volume | 32 |
Publication status | Published - 2000 |
Externally published | Yes |
Convolutions of heavy-tailed random variables and applications to portfolio diversification and (MA(1) time series
JF (Joseph) Francois
Research output: Contribution to journal › Article › Academic › peer-review