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"Efficient portfolios and extreme risks: a Pareto-Dirichlet approach."

Olivier Le Courtois, Xia Xu (2024)

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DOI: 10.1007/S10479-023-05507-Y

access: closed

type: Journal Article

metadata version: 2024-04-15

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Olivier Le Courtois, Xia Xu:
Efficient portfolios and extreme risks: a Pareto-Dirichlet approach. Ann. Oper. Res. 335(1): 261-292 (2024)

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