Portfolio selection with heavy tails

N (Namwon) Hyung, Casper de Vries

Research output: Contribution to journalArticleAcademicpeer-review

21 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)383-400
Number of pages18
JournalJournal of Empirical Finance
Volume14
Issue number2007
DOIs
Publication statusPublished - 2007

Research programs

  • EUR ESE 33

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