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"Multivariate approximations to portfolio return distribution."

Andrés Mora-Valencia, Trino-Manuel Ñíguez, Javier Perote (2017)

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DOI: 10.1007/S10588-016-9231-3

access: closed

type: Journal Article

metadata version: 2020-06-04

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  - https://dblp.org/rec/journals/cmot/Mora-ValenciaNP17
Andrés Mora-Valencia, Trino-Manuel Ñíguez, Javier Perote:
Multivariate approximations to portfolio return distribution. Comput. Math. Organ. Theory 23(3): 347-361 (2017)

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