Projects funded by the NCN
Modern asset management for non-Gaussian distributions
2014/13/B/HS4/00176
Keywords:
asset management Black-Litterman model non-Gaussian distributions bootstraping
Descriptors:
- HS4_6: Financial markets, international finance, public finance
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 7 - announced on 2014-03-17
Amount awarded: 153 070 PLN
Project start date (Y-m-d): 2015-02-18
Project end date (Y-m-d): 2017-07-17
Project duration:: 29 months (the same as in the proposal)
Project status: Project settled