Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series

2000

Additional Metadata
Keywords	portfolio diversification, probability, tail index, time-series analysis
Persistent URL	hdl.handle.net/1765/12390
Journal	Advances in Applied Probability
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Geluk, J., Peng, L., & de Vries, C. (2000). Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series. Advances in Applied Probability, 1011–1026. Retrieved from http://hdl.handle.net/1765/12390

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