Items where Author is "Mittnik, Stefan"
Group by: Item Type | No Grouping
Number of items: 1.
Doğanoğlu, Toker and Hartz, Christoph and Mittnik, Stefan (2007) Portfolio optimization when risk factors are conditionally varying and heavy tailed. Computational Economics, 29 (3-4). pp. 333-354. ISSN 1572-9974