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

Cite this

Lucas, A., & Klaassen, P. (1996). The effect of fat tails on optimal asset allocations. (Research Memorandum; No. 47). Amsterdam: Faculteit der Economische Wetenschappen en Bedrijfskunde.