The effect of fat tails on optimal asset allocations

A. Lucas, P. Klaassen

Research output: Working paper / Preprint › Working paper › Professional

Original language	English
Place of Publication	Amsterdam
Publisher	Faculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages	12
Publication status	Published - 1996

Name	Research Memorandum
No.	47

Handle.net

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title = "The effect of fat tails on optimal asset allocations",

author = "A. Lucas and P. Klaassen",

year = "1996",

language = "English",

series = "Research Memorandum",

publisher = "Faculteit der Economische Wetenschappen en Bedrijfskunde",

number = "47",

type = "WorkingPaper",

institution = "Faculteit der Economische Wetenschappen en Bedrijfskunde",

}