Original language | English |
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Title of host publication | Banking Strategies and Challanges in the New Europe |
Editors | E.P.M. Gardener, P.J. Versluijs |
Place of Publication | Basingstoke |
Publisher | Palgrave |
Pages | 272-288 |
Publication status | Published - 2001 |
Fat tails and the effect on optimal asset allocations
A. Lucas, P. Klaassen
Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic