φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

Publisher Website

1 August 2000

journal article
Published by Elsevier BV in Physics Reports

Vol. 335 (2), 19-92
https://doi.org/10.1016/s0370-1573(00)00004-1

Abstract

No abstract available

Keywords

05.

Cited by 34 articles