Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model
Crossref DOI link: https://doi.org/10.1007/s10479-022-04613-7
Published Online: 2022-03-09
Published Print: 2022-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Young Shin http://orcid.org/0000-0002-3401-529X
Text and Data Mining valid from 2022-03-09
Version of Record valid from 2022-03-09
Article History
Accepted: 14 February 2022
First Online: 9 March 2022