Portfolio selection in a log-stable market

Research output: Journal article publicationJournal articleAcademic researchpeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)285-298
Number of pages14
JournalJournal of Financial and Quantitative Analysis
Volume10
Issue number2
DOIs
Publication statusPublished - 1 Jan 1975
Externally publishedYes

ASJC Scopus subject areas

  • Accounting
  • Finance
  • Economics and Econometrics

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