Browsing by Author "Divyajyoti, Bhowmick"

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    • Portfolio allocation with heavy-tailed returns 

      Laha, Arnab Kumar; Subrahmaniam, Bharathy; Divyajyoti, Bhowmick (Indian Institute of Management Ahmedabad, 2005)
      In this paper we propose two new methods of portfolio allocation which are applicable for all return distributions. It i found that the new methods perform appreciably in terms of growth of wealth as well as protecting ...