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

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

Research programs

@article{a59f713affcc4bdf8618bba6b562ddf3,

title = "Convolutions of heavy-tailed random variables and applications to portfolio diversification and (MA(1) time series",

author = "Francois, {JF (Joseph)}",

year = "2000",

language = "Undefined/Unknown",

volume = "32",

pages = "1011--1026",

journal = "Advances in Applied Probability",

issn = "0001-8678",

publisher = "Cambridge University Press",

}