Stable distributions in the Black-Litterman approach to asset allocation

Author： Giacometti Rosella   Bertocchi Marida   Rachev Svetlozar T.   Fabozzi Frank J.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.7, Iss.4, 2007-08, pp. : 423-433

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