On lower partial moments for the investment portfolio with variance-gamma distributed returns
Crossref DOI link: https://doi.org/10.1007/s10986-021-09547-4
Published Online: 2022-01-15
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ivanov, Roman V.
Text and Data Mining valid from 2022-01-01
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Article History
Received: 14 January 2021
Revised: 11 July 2021
First Online: 15 January 2022