Optimal Portfolio under Non-Extensive Statistical Mechanics and Value-at-Risk Constraints
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Acta Physica Polonica A
سال: 2018
ISSN: 1898-794X,0587-4246
DOI: 10.12693/aphyspola.133.1170