Academic Journal
On lower partial moments for the investment portfolio with variance-gamma distributed returns
| العنوان: | On lower partial moments for the investment portfolio with variance-gamma distributed returns |
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| المؤلفون: | Ivanov, Roman V. |
| المصدر: | Lithuanian Mathematical Journal ; volume 62, issue 1, page 10-27 ; ISSN 0363-1672 1573-8825 |
| بيانات النشر: | Springer Science and Business Media LLC |
| سنة النشر: | 2022 |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| DOI: | 10.1007/s10986-021-09547-4 |
| DOI: | 10.1007/s10986-021-09547-4.pdf |
| DOI: | 10.1007/s10986-021-09547-4/fulltext.html |
| الاتاحة: | http://dx.doi.org/10.1007/s10986-021-09547-4 https://link.springer.com/content/pdf/10.1007/s10986-021-09547-4.pdf https://link.springer.com/article/10.1007/s10986-021-09547-4/fulltext.html |
| Rights: | https://www.springernature.com/gp/researchers/text-and-data-mining ; https://www.springernature.com/gp/researchers/text-and-data-mining |
| رقم الانضمام: | edsbas.7591A0F2 |
| قاعدة البيانات: | BASE |
| DOI: | 10.1007/s10986-021-09547-4 |
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