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Portfolio optimization under multivariate affine generalized hyperbolic distributions

Authors :
Chou-Wen Wang
Kai Liu
Bin Li
Ken Seng Tan
Source :
International Review of Economics & Finance. 80:49-66
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Subjects

Subjects :
Economics and Econometrics
Finance

Details

ISSN :
10590560
Volume :
80
Database :
OpenAIRE
Journal :
International Review of Economics & Finance
Accession number :
edsair.doi...........bf875c962a1b474e2412afbb8b926b29

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