The effect of fat tails on optimal asset allocations

A. Lucas, P. Klaassen

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages12
Publication statusPublished - 1996

Publication series

NameResearch Memorandum
No.47

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