Year | 2019 |
---|---|
Authors | Wolfgang Karl Härdle |
Paper Title | Risk-Constrained Kelly Portfolio under alpha stable laws |
Journal Title | Computational Economics |
Page(s) | 1-26 |
Language | Chinese |
Reference URL | http://DOI: 10.1007/s10614-019-09913-y |
Login Department of Information Management and Finance, NYCU
Year | 2019 |
---|---|
Authors | Wolfgang Karl Härdle |
Paper Title | Risk-Constrained Kelly Portfolio under alpha stable laws |
Journal Title | Computational Economics |
Page(s) | 1-26 |
Language | Chinese |
Reference URL | http://DOI: 10.1007/s10614-019-09913-y |