1 Portfolio Analysis in a Stable Paretian Market

Eugene F. Fama
Management Science
Vol. 11, No. 3, Series A, Sciences (Jan., 1965), pp. 404-419
(article consists of 16 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2628055

2 Maximum likelihood estimation of stable Paretian models
S. Mittnik , S. T. rachev, T. Doganoglu, D. Chenyao

Mathematical and Computer Modelling
Volume 29, Issues 10-12, May-June 1999, Pages 275-293

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