LUP Statistics
Record
- Title
- Comparing Mean-Variance and CVaR optimal portfolios, assuming bivariate skew-t distributed returns
- Type
- Student Paper
- Publ. year
- 2005
- Author/s
- Wohlfart, Peter; Nossman, Marcus
- Department/s
- Department of Economics
- In LUP since
- 2007-11-01
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