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05-009/2 - Portfolio Selection with Heavy Tails

  • Authors
    Namwon Hyung, Seoul City University; Casper G. de Vries, Erasmus School of Economics, Erasmus Universiteit Rotterdam
  • Publication date
    January 17, 2005
  • Keywords
    safety first; heavy tails; portfolio diversification
  • JEL
    G11
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