Fat tails and the effect on optimal asset allocations

A. Lucas, P. Klaassen

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationBanking Strategies and Challanges in the New Europe
EditorsE.P.M. Gardener, P.J. Versluijs
Place of PublicationBasingstoke
PublisherPalgrave
Pages272-288
Publication statusPublished - 2001

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