Browsing Faculty Publications (Bibliographic) by Author "Subramaniam, B."

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    • Portfolio allocation with heavy tailed returns 

      Laha, Arnab Kumar; Bhoumick, D.; Subramaniam, B. (2007-11-02)
      In this article we propose two new methods of portfolio allocation which are applicable for all return distributions. The properties of these new methods are compared with that of Markowitz’s mean-variance method using ...